-13.0%
CIFR vs VMC
+48.5%
-61.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.0% | +9.9% | +9.7% |
| 7D | +9.4% | -4.3% | +13.7% | +13.7% |
| 30D | -45.3% | +16.2% | -61.5% | -53.0% |
| 3M | -58.7% | -0.8% | -57.9% | -59.4% |
| 6M | -64.9% | +1.2% | -66.1% | -67.3% |
| YTD | -51.8% | +0.5% | -52.3% | -54.2% |
| 1Y | -61.9% | -2.9% | -59.0% | -62.3% |
| 3Y | +138.6% | +37.3% | +101.2% | +77.0% |
| 5Y | -13.0% | +48.8% | -61.8% | -42.4% |
| All | -13.0% | +48.5% | -61.5% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling