+79.2%
CIFR vs VLO
+1,056.0%
-976.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +16.9% | +5.2% | +11.7% | +16.4% |
| 30D | -5.2% | +22.6% | -27.8% | -7.3% |
| 3M | -30.6% | +43.8% | -74.3% | -33.3% |
| 6M | +10.6% | +65.7% | -55.1% | +3.5% |
| YTD | +20.2% | +131.1% | -110.9% | +7.0% |
| 1Y | +139.7% | +143.6% | -3.9% | +111.7% |
| 3Y | +489.4% | +201.4% | +288.0% | +408.6% |
| 5Y | +54.4% | +568.9% | -514.5% | +33.1% |
| All | +79.2% | +1,056.0% | -976.8% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling