+87.0%
CIFR vs VIVK
-100.0%
+187.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.7% | -3.3% | +4.1% |
| 7D | +26.7% | +13.1% | +13.6% | +26.2% |
| 30D | +7.7% | -29.7% | +37.4% | +8.7% |
| 3M | -23.8% | -93.0% | +69.2% | -19.0% |
| 6M | +35.9% | -98.0% | +133.9% | +47.5% |
| YTD | +25.4% | -97.8% | +123.2% | +33.2% |
| 1Y | +139.8% | -100.0% | +239.7% | +182.4% |
| 3Y | +515.0% | -100.0% | +614.9% | +596.9% |
| 5Y | +52.1% | -100.0% | +152.1% | +73.2% |
| All | +87.0% | -100.0% | +187.0% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling