-34.0%
CIFR vs VST
+678.9%
-713.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -2.9% |
| 7D | -19.6% | -6.0% | -13.6% | -15.4% |
| 30D | -51.7% | -18.8% | -32.9% | -44.7% |
| 3M | -60.0% | -8.0% | -52.0% | -57.2% |
| 6M | -68.2% | -10.9% | -57.3% | -64.5% |
| YTD | -55.8% | -18.3% | -37.4% | -48.8% |
| 1Y | -66.8% | -29.9% | -36.8% | -58.5% |
| 3Y | +119.1% | +290.3% | -171.2% | +76.7% |
| 5Y | -25.3% | +635.3% | -660.6% | -45.7% |
| All | -34.0% | +678.9% | -713.0% | -52.6% |
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