+126.7%
CIFR vs VSH
+32.1%
+94.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.6% | -5.2% |
| 7D | -19.6% | -1.6% | -18.0% | -18.1% |
| 30D | -51.7% | -21.3% | -30.4% | -41.1% |
| 3M | -60.0% | -18.9% | -41.1% | -52.3% |
| 6M | -68.2% | -21.4% | -46.8% | -63.0% |
| YTD | -55.8% | +86.8% | -142.6% | -74.4% |
| 1Y | -66.8% | +85.8% | -152.5% | -80.6% |
| All | +126.7% | +32.1% | +94.7% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling