-33.9%
CIFR vs VST
+641.1%
-674.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.6% | +7.4% | +11.9% |
| 7D | -10.2% | -9.8% | -0.4% | -3.0% |
| 30D | -55.0% | -25.1% | -29.9% | -46.1% |
| 3M | -64.1% | -11.6% | -52.5% | -60.7% |
| 6M | -70.1% | -20.9% | -49.2% | -64.5% |
| YTD | -55.7% | -22.3% | -33.4% | -47.1% |
| 1Y | -69.9% | -32.0% | -37.8% | -61.6% |
| 3Y | +68.7% | +262.4% | -193.7% | +40.8% |
| 5Y | -26.2% | +563.4% | -589.6% | -44.6% |
| All | -33.9% | +641.1% | -674.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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