-34.3%
CIFR vs VST
+614.3%
-648.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -13.8% | -6.1% | -12.2% |
| 7D | -26.7% | -15.7% | -11.0% | -18.3% |
| 30D | -58.0% | -17.0% | -41.0% | -53.0% |
| 3M | -68.1% | -15.9% | -52.2% | -64.4% |
| 6M | -63.7% | -25.0% | -38.7% | -55.9% |
| YTD | -56.0% | -25.1% | -30.9% | -46.8% |
| 1Y | -71.1% | -34.9% | -36.3% | -62.6% |
| 3Y | +58.5% | +252.7% | -194.1% | +33.7% |
| 5Y | -23.6% | +582.3% | -605.9% | -42.2% |
| All | -34.3% | +614.3% | -648.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling