-65.3%
CIFR vs VST
-30.9%
-34.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.3% | -3.3% | -3.7% |
| 7D | -0.7% | -0.5% | -0.2% | +1.9% |
| 30D | -49.6% | -17.1% | -32.6% | -38.2% |
| 3M | -60.4% | -4.6% | -55.8% | -58.1% |
| 6M | -66.9% | -9.1% | -57.8% | -61.6% |
| YTD | -53.9% | -16.6% | -37.2% | -45.6% |
| All | -65.3% | -30.9% | -34.5% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling