+52.1%
CIFR vs VSH
+65.5%
-13.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +5.2% |
| 7D | +26.7% | +6.2% | +20.5% | +20.6% |
| 30D | +7.7% | -11.1% | +18.9% | +19.2% |
| 3M | -23.8% | -44.9% | +21.1% | +19.3% |
| 6M | +35.9% | +90.0% | -54.1% | -25.7% |
| YTD | +25.4% | +118.8% | -93.4% | -40.6% |
| 1Y | +139.8% | +109.0% | +30.8% | +18.2% |
| 3Y | +515.0% | +35.6% | +479.3% | +352.7% |
| 5Y | +52.1% | +66.7% | -14.6% | -26.0% |
| All | +52.1% | +65.5% | -13.4% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling