-69.9%
CIFR vs VST
-31.4%
-38.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.6% | +7.4% | +6.7% |
| 7D | -10.2% | -9.8% | -0.4% | +2.2% |
| 30D | -55.0% | -25.1% | -29.9% | -38.8% |
| 3M | -64.1% | -11.6% | -52.5% | -58.8% |
| 6M | -70.1% | -20.9% | -49.2% | -60.7% |
| YTD | -55.7% | -22.3% | -33.4% | -43.6% |
| 1Y | -69.9% | -32.0% | -37.8% | -54.4% |
| All | -69.9% | -31.4% | -38.5% | -54.4% |
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