+10.6%
CIFR vs VST
-7.4%
+17.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | -2.2% |
| 7D | +16.9% | +8.9% | +8.0% | +5.3% |
| 30D | -5.2% | +6.2% | -11.4% | -11.4% |
| 3M | -30.6% | -2.7% | -27.8% | -25.3% |
| 6M | +10.6% | -8.4% | +19.0% | +21.7% |
| All | +10.6% | -7.4% | +17.9% | +21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling