+70.2%
CIFR vs VNQ
+47.6%
+22.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.8% |
| 7D | -5.0% | -1.3% | -3.7% | -3.3% |
| 30D | -5.7% | -2.6% | -3.1% | -2.5% |
| 3M | -25.5% | -2.0% | -23.5% | -25.3% |
| 6M | +19.4% | +4.3% | +15.1% | +10.1% |
| YTD | +14.2% | +9.2% | +4.9% | -0.6% |
| 1Y | +69.0% | +5.6% | +63.4% | +53.7% |
| 3Y | +503.9% | +30.8% | +473.1% | +329.2% |
| 5Y | +27.7% | +8.0% | +19.7% | +13.1% |
| All | +70.2% | +47.6% | +22.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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