+61.0%
CIFR vs VSH
+96.1%
-35.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.7% | -5.0% |
| 7D | -8.2% | +3.1% | -11.3% | -10.4% |
| 30D | -7.4% | -5.7% | -1.7% | -2.5% |
| 3M | -24.2% | -42.5% | +18.3% | +11.7% |
| 6M | +14.2% | +82.7% | -68.5% | -31.0% |
| YTD | +8.0% | +118.2% | -110.2% | -44.1% |
| 1Y | +55.5% | +109.7% | -54.2% | -16.7% |
| 3Y | +429.6% | +35.3% | +394.3% | +295.1% |
| 5Y | +20.8% | +65.6% | -44.8% | -23.6% |
| All | +61.0% | +96.1% | -35.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling