+61.0%
CIFR vs VSH
+95.4%
-34.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -4.7% |
| 7D | -8.2% | +2.8% | -11.0% | -10.2% |
| 30D | -7.4% | -6.0% | -1.4% | -2.3% |
| 3M | -24.2% | -42.6% | +18.5% | +12.0% |
| 6M | +14.2% | +82.1% | -67.9% | -30.9% |
| YTD | +8.0% | +117.5% | -109.5% | -44.0% |
| 1Y | +55.5% | +109.0% | -53.5% | -16.5% |
| 3Y | +429.6% | +34.9% | +394.7% | +296.1% |
| 5Y | +20.8% | +65.1% | -44.3% | -23.4% |
| All | +61.0% | +95.4% | -34.4% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling