+87.0%
CIFR vs VNQ
+49.4%
+37.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +26.7% | -0.4% | +27.1% | +27.4% |
| 30D | +7.7% | -2.5% | +10.3% | +11.1% |
| 3M | -23.8% | +1.4% | -25.2% | -27.2% |
| 6M | +35.9% | +4.6% | +31.3% | +24.8% |
| YTD | +25.4% | +10.5% | +14.9% | +7.4% |
| 1Y | +139.8% | +8.4% | +131.4% | +110.1% |
| 3Y | +515.0% | +32.4% | +482.5% | +329.8% |
| 5Y | +52.1% | +5.5% | +46.6% | +32.4% |
| All | +87.0% | +49.4% | +37.6% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling