+515.0%
CIFR vs VMC
+22.8%
+492.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +6.0% |
| 7D | +26.7% | -0.5% | +27.2% | +27.0% |
| 30D | +7.7% | -9.1% | +16.8% | +17.9% |
| 3M | -23.8% | -4.1% | -19.6% | -24.9% |
| 6M | +35.9% | -5.5% | +41.4% | +36.0% |
| YTD | +25.4% | -8.9% | +34.3% | +32.1% |
| 1Y | +139.8% | -12.9% | +152.7% | +165.4% |
| 3Y | +515.0% | +22.1% | +492.8% | +370.6% |
| All | +515.0% | +22.8% | +492.1% | +370.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling