+83.3%
CIFR vs VMC
-15.3%
+98.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.4% | -6.7% |
| 7D | +11.3% | -5.3% | +16.7% | +15.1% |
| 30D | +3.5% | -12.3% | +15.8% | +12.1% |
| 3M | -26.6% | -10.3% | -16.4% | -25.0% |
| 6M | +18.1% | -8.6% | +26.7% | +18.0% |
| YTD | +14.5% | -11.9% | +26.4% | +21.6% |
| 1Y | +83.3% | -13.9% | +97.2% | +117.8% |
| All | +83.3% | -15.3% | +98.6% | +117.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling