+471.3%
CIFR vs VNQ
+29.8%
+441.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -4.6% |
| 7D | -8.2% | -2.6% | -5.6% | -5.0% |
| 30D | -7.4% | -2.3% | -5.0% | -4.5% |
| 3M | -24.2% | -2.8% | -21.4% | -23.4% |
| 6M | +14.2% | +2.5% | +11.7% | +6.1% |
| YTD | +8.0% | +8.4% | -0.5% | -7.5% |
| 1Y | +55.5% | +6.8% | +48.7% | +36.1% |
| All | +471.3% | +29.8% | +441.6% | +276.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling