-28.2%
CIFR vs VSH
+82.6%
-110.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +8.8% | +0.1% | +2.1% |
| 7D | +9.4% | +12.8% | -3.4% | -0.4% |
| 30D | -45.3% | -9.0% | -36.3% | -40.2% |
| 3M | -58.7% | -12.2% | -46.5% | -53.7% |
| 6M | -64.9% | -15.9% | -49.0% | -61.2% |
| YTD | -51.8% | +103.2% | -155.1% | -73.4% |
| 1Y | -61.9% | +108.4% | -170.4% | -79.3% |
| 3Y | +138.6% | +41.6% | +97.0% | +73.3% |
| 5Y | -13.0% | +54.6% | -67.6% | -40.8% |
| All | -28.2% | +82.6% | -110.8% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling