-21.0%
CIFR vs VST
+633.9%
-654.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.3% |
| 7D | +4.8% | +6.6% | -1.8% | +0.6% |
| 30D | -31.0% | -12.4% | -18.6% | -23.2% |
| 3M | -58.7% | -9.0% | -49.7% | -55.3% |
| 6M | -67.7% | -6.4% | -61.3% | -64.4% |
| YTD | -53.5% | -17.2% | -36.3% | -45.8% |
| 1Y | -54.1% | -22.0% | -32.0% | -44.5% |
| 3Y | +138.2% | +296.7% | -158.5% | +62.5% |
| All | -21.0% | +633.9% | -654.8% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling