+79.2%
CIFR vs VSH
+98.6%
-19.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | -1.2% |
| 7D | +16.9% | +4.1% | +12.9% | +13.5% |
| 30D | -5.2% | -4.2% | -1.0% | -2.1% |
| 3M | -30.6% | -50.0% | +19.4% | +13.6% |
| 6M | +10.6% | +80.2% | -69.6% | -32.4% |
| YTD | +20.2% | +121.1% | -100.9% | -38.4% |
| 1Y | +139.7% | +112.0% | +27.7% | +27.2% |
| 3Y | +489.4% | +22.5% | +466.8% | +370.2% |
| 5Y | +54.4% | +64.0% | -9.7% | -3.1% |
| All | +79.2% | +98.6% | -19.4% | +10.9% |
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