-26.9%
CIFR vs VST
+632.2%
-659.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.3% | -3.3% | -0.7% |
| 7D | -0.7% | -0.5% | -0.2% | +1.6% |
| 30D | -49.6% | -17.1% | -32.6% | -42.1% |
| 3M | -60.4% | -4.6% | -55.8% | -58.3% |
| 6M | -66.9% | -9.1% | -57.8% | -63.0% |
| YTD | -53.9% | -16.6% | -37.2% | -46.5% |
| 1Y | -67.1% | -29.5% | -37.6% | -58.0% |
| 3Y | +118.3% | +297.5% | -179.3% | +48.2% |
| 5Y | -26.9% | +654.5% | -681.4% | -63.9% |
| All | -26.9% | +632.2% | -659.1% | -63.9% |
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