-21.0%
CIFR vs VLO
+476.5%
-497.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.2% |
| 7D | +4.8% | +9.6% | -4.8% | +3.5% |
| 30D | -31.0% | -17.4% | -13.6% | -29.4% |
| 3M | -58.7% | +10.8% | -69.5% | -59.6% |
| 6M | -67.7% | +56.9% | -124.7% | -70.1% |
| YTD | -53.5% | +136.8% | -190.3% | -61.0% |
| 1Y | -54.1% | +120.7% | -174.7% | -60.9% |
| 3Y | +138.2% | +231.9% | -93.7% | +92.3% |
| All | -21.0% | +476.5% | -497.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling