+79.2%
CIFR vs VST
+785.1%
-705.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +0.2% |
| 7D | +16.9% | +8.9% | +8.0% | +11.8% |
| 30D | -5.2% | +6.2% | -11.4% | -7.9% |
| 3M | -30.6% | -2.7% | -27.8% | -27.4% |
| 6M | +10.6% | -8.4% | +19.0% | +18.5% |
| YTD | +20.2% | -7.2% | +27.4% | +27.6% |
| 1Y | +139.7% | -20.9% | +160.6% | +177.8% |
| 3Y | +489.4% | +384.0% | +105.4% | +328.6% |
| 5Y | +54.4% | +757.1% | -702.7% | +2.4% |
| All | +79.2% | +785.1% | -705.9% | +18.1% |
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