+68.7%
CIFR vs VST
+264.2%
-195.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.6% | +7.4% | +10.4% |
| 7D | -10.2% | -9.8% | -0.4% | -1.3% |
| 30D | -55.0% | -25.1% | -29.9% | -43.8% |
| 3M | -64.1% | -11.6% | -52.5% | -60.0% |
| 6M | -70.1% | -20.9% | -49.2% | -63.2% |
| YTD | -55.7% | -22.3% | -33.4% | -45.4% |
| 1Y | -69.9% | -32.0% | -37.8% | -59.7% |
| 3Y | +68.7% | +262.4% | -193.7% | +66.5% |
| All | +68.7% | +264.2% | -195.6% | +66.5% |
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