+43.0%
CIFR vs VST
+229.5%
-186.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -6.2% | -8.5% | -10.3% |
| 7D | -31.5% | -19.9% | -11.6% | -18.5% |
| 30D | -64.2% | -29.7% | -34.5% | -53.5% |
| 3M | -70.3% | -19.6% | -50.8% | -64.9% |
| 6M | -74.9% | -29.4% | -45.5% | -66.7% |
| YTD | -62.4% | -29.7% | -32.7% | -50.6% |
| 1Y | -77.5% | -40.0% | -37.5% | -67.4% |
| All | +43.0% | +229.5% | -186.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling