-22.1%
CIFR vs VO
+36.6%
-58.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | -2.8% |
| 7D | -0.7% | -0.1% | -0.6% | -0.2% |
| 30D | -49.6% | +0.5% | -50.1% | -49.9% |
| 3M | -60.4% | -1.0% | -59.3% | -58.8% |
| 6M | -66.9% | +6.4% | -73.3% | -70.9% |
| YTD | -53.9% | +13.6% | -67.5% | -64.0% |
| 1Y | -67.1% | +14.5% | -81.6% | -74.7% |
| 3Y | +118.3% | +67.2% | +51.0% | -7.8% |
| All | -22.1% | +36.6% | -58.7% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling