+70.7%
CIFR vs VMC
+78.5%
-7.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.4% | -6.3% |
| 7D | +11.3% | -5.3% | +16.7% | +15.9% |
| 30D | +3.5% | -12.3% | +15.8% | +13.9% |
| 3M | -26.6% | -10.3% | -16.4% | -22.6% |
| 6M | +18.1% | -8.6% | +26.7% | +22.7% |
| YTD | +14.5% | -11.9% | +26.4% | +23.8% |
| 1Y | +83.3% | -13.9% | +97.2% | +102.1% |
| 3Y | +461.5% | +18.2% | +443.3% | +413.2% |
| 5Y | +29.3% | +47.7% | -18.4% | +5.7% |
| All | +70.7% | +78.5% | -7.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling