+515.0%
CIFR vs VLO
+200.7%
+314.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.1% | +3.1% |
| 7D | +26.7% | +5.8% | +20.9% | +24.2% |
| 30D | +7.7% | +28.3% | -20.6% | -2.5% |
| 3M | -23.8% | +48.7% | -72.5% | -35.3% |
| 6M | +35.9% | +71.9% | -36.0% | +3.7% |
| YTD | +25.4% | +138.7% | -113.3% | -22.2% |
| 1Y | +139.8% | +148.5% | -8.7% | +43.3% |
| 3Y | +515.0% | +192.7% | +322.3% | +188.9% |
| All | +515.0% | +200.7% | +314.3% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 3y: compounded portfolio wealth divided by compounded VLO 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…
3y analysis · Full analysis span regression · 6 months rolling