+86.6%
CIFR vs VSXY
+42.7%
+43.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.5% | +3.2% |
| 7D | +26.7% | -6.8% | +33.5% | +28.3% |
| 30D | +7.7% | -20.4% | +28.1% | +14.0% |
| 3M | -23.8% | +2.9% | -26.7% | -25.9% |
| 6M | +35.9% | +67.9% | -32.0% | +10.2% |
| YTD | +25.4% | +44.9% | -19.5% | +5.1% |
| 1Y | +139.8% | +205.9% | -66.2% | +55.8% |
| 3Y | +515.0% | +373.9% | +141.1% | +229.7% |
| 5Y | +52.1% | +23.5% | +28.6% | +5.1% |
| All | +86.6% | +42.7% | +43.9% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling