-28.2%
CIFR vs VLO
+1,034.1%
-1,062.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.7% | +5.2% | +8.5% |
| 7D | +9.4% | -0.4% | +9.8% | +9.5% |
| 30D | -45.3% | -16.6% | -28.7% | -44.4% |
| 3M | -58.7% | +12.3% | -71.0% | -59.4% |
| 6M | -64.9% | +47.8% | -112.8% | -66.6% |
| YTD | -51.8% | +126.7% | -178.6% | -57.2% |
| 1Y | -61.9% | +105.4% | -167.3% | -65.7% |
| 3Y | +138.6% | +222.0% | -83.4% | +106.4% |
| 5Y | -13.0% | +449.8% | -462.8% | -25.2% |
| All | -28.2% | +1,034.1% | -1,062.3% | -38.2% |
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