+69.9%
CIFR vs VSXY
+37.5%
+32.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.8% |
| 7D | -5.0% | +0.1% | -5.1% | -4.9% |
| 30D | -5.7% | -18.7% | +13.0% | -0.5% |
| 3M | -25.5% | -4.0% | -21.6% | -26.0% |
| 6M | +19.4% | +67.5% | -48.1% | -2.9% |
| YTD | +14.2% | +39.7% | -25.5% | -3.2% |
| 1Y | +69.0% | +180.0% | -111.0% | +13.2% |
| 3Y | +503.9% | +337.3% | +166.7% | +232.3% |
| 5Y | +27.7% | +22.7% | +5.0% | -10.6% |
| All | +69.9% | +37.5% | +32.3% | +18.7% |
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