+20.8%
CIFR vs VIVK
-100.0%
+120.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.1% | -5.8% |
| 7D | -8.2% | -9.5% | +1.2% | -7.9% |
| 30D | -7.4% | -35.1% | +27.7% | -6.1% |
| 3M | -24.2% | -93.4% | +69.2% | -18.4% |
| 6M | +14.2% | -98.0% | +112.2% | +25.5% |
| YTD | +8.0% | -97.9% | +105.8% | +15.8% |
| 1Y | +55.5% | -100.0% | +155.5% | +88.6% |
| 3Y | +429.6% | -100.0% | +529.5% | +512.2% |
| 5Y | +20.8% | -100.0% | +120.8% | +39.3% |
| All | +20.8% | -100.0% | +120.8% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling