+61.0%
CIFR vs VRSK
-3.6%
+64.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.7% |
| 7D | -8.2% | -7.7% | -0.5% | -8.1% |
| 30D | -7.4% | -2.8% | -4.6% | -7.4% |
| 3M | -24.2% | -3.7% | -20.5% | -25.4% |
| 6M | +14.2% | -12.8% | +27.0% | +14.8% |
| YTD | +8.0% | -21.0% | +29.0% | +11.3% |
| 1Y | +55.5% | -32.5% | +88.0% | +68.8% |
| 3Y | +429.6% | -26.5% | +456.1% | +428.5% |
| 5Y | +20.8% | -11.5% | +32.3% | +3.9% |
| All | +61.0% | -3.6% | +64.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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