+70.7%
CIFR vs VUG
+132.5%
-61.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -7.8% |
| 7D | +11.3% | +0.1% | +11.2% | +11.5% |
| 30D | +3.5% | -1.7% | +5.2% | +7.2% |
| 3M | -26.6% | +2.8% | -29.5% | -29.2% |
| 6M | +18.1% | +13.6% | +4.5% | -2.7% |
| YTD | +14.5% | +8.1% | +6.4% | +4.5% |
| 1Y | +83.3% | +13.1% | +70.2% | +59.0% |
| 3Y | +461.5% | +87.0% | +374.5% | +156.8% |
| 5Y | +29.3% | +76.0% | -46.7% | -38.4% |
| All | +70.7% | +132.5% | -61.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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