-28.2%
CIFR vs VST
+692.4%
-720.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +7.9% |
| 7D | +9.4% | +10.9% | -1.6% | +4.0% |
| 30D | -45.3% | -15.6% | -29.7% | -38.6% |
| 3M | -58.7% | -7.8% | -50.9% | -55.9% |
| 6M | -64.9% | -12.0% | -53.0% | -60.6% |
| YTD | -51.8% | -16.9% | -34.9% | -44.7% |
| 1Y | -61.9% | -25.1% | -36.8% | -53.9% |
| 3Y | +138.6% | +297.1% | -158.5% | +90.7% |
| 5Y | -13.0% | +641.9% | -654.9% | -37.3% |
| All | -28.2% | +692.4% | -720.6% | -48.8% |
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