-30.8%
CIFR vs VSXY
+93.0%
-123.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.5% |
| 7D | +4.8% | -1.7% | +6.6% | +5.3% |
| 30D | -31.0% | +20.1% | -51.1% | -35.1% |
| 3M | -58.7% | +16.6% | -75.3% | -61.4% |
| 6M | -67.7% | +134.9% | -202.6% | -76.5% |
| YTD | -53.5% | +96.0% | -149.5% | -64.8% |
| 1Y | -54.1% | +203.8% | -257.8% | -70.2% |
| 3Y | +138.2% | +465.3% | -327.1% | +20.8% |
| 5Y | -18.5% | +106.3% | -124.8% | -49.5% |
| All | -30.8% | +93.0% | -123.9% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling