+119.1%
CIFR vs VLO
+213.9%
-94.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.5% |
| 7D | -19.6% | -9.5% | -10.1% | -16.3% |
| 30D | -51.7% | -19.1% | -32.6% | -48.4% |
| 3M | -60.0% | +11.4% | -71.4% | -62.5% |
| 6M | -68.2% | +46.7% | -115.0% | -73.9% |
| YTD | -55.8% | +118.6% | -174.4% | -72.6% |
| 1Y | -66.8% | +99.9% | -166.6% | -78.3% |
| 3Y | +119.1% | +210.5% | -91.3% | -16.6% |
| All | +119.1% | +213.9% | -94.8% | -16.6% |
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