+128.5%
CIFR vs VO
+66.9%
+61.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | -5.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.3% |
| 30D | -49.6% | +0.5% | -50.1% | -50.3% |
| 3M | -60.4% | -1.0% | -59.3% | -58.4% |
| 6M | -66.9% | +6.4% | -73.3% | -72.7% |
| YTD | -53.9% | +13.6% | -67.5% | -68.1% |
| 1Y | -67.1% | +14.5% | -81.6% | -77.7% |
| All | +128.5% | +66.9% | +61.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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