-30.7%
CIFR vs VIVK
-100.0%
+69.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.5% | +3.4% | -3.7% |
| 7D | +4.8% | -57.7% | +62.5% | +8.5% |
| 30D | -31.0% | -87.3% | +56.3% | -25.7% |
| 3M | -58.7% | -98.9% | +40.2% | -52.4% |
| 6M | -67.7% | -100.0% | +32.2% | -59.7% |
| YTD | -53.5% | -100.0% | +46.4% | -43.6% |
| 1Y | -54.1% | -100.0% | +45.9% | -39.9% |
| 3Y | +138.2% | -100.0% | +238.2% | +205.8% |
| 5Y | -18.5% | -100.0% | +81.5% | +5.5% |
| All | -30.7% | -100.0% | +69.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling