+61.0%
CIFR vs VRSN
+44.1%
+16.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.3% | -6.0% |
| 7D | -8.2% | -1.5% | -6.7% | -7.7% |
| 30D | -7.4% | +0.7% | -8.1% | -8.2% |
| 3M | -24.2% | +0.6% | -24.7% | -26.0% |
| 6M | +14.2% | +21.7% | -7.6% | -2.9% |
| YTD | +8.0% | +20.0% | -12.0% | -9.0% |
| 1Y | +55.5% | +3.2% | +52.3% | +46.3% |
| 3Y | +429.6% | +42.4% | +387.2% | +274.1% |
| 5Y | +20.8% | +33.0% | -12.2% | -11.4% |
| All | +61.0% | +44.1% | +16.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling