-34.0%
CIFR vs VUG
+122.5%
-156.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -2.7% |
| 7D | -19.6% | -1.2% | -18.4% | -17.5% |
| 30D | -51.7% | -8.9% | -42.8% | -41.1% |
| 3M | -60.0% | -5.9% | -54.1% | -53.7% |
| 6M | -68.2% | -3.3% | -65.0% | -64.3% |
| YTD | -55.8% | +3.4% | -59.2% | -54.9% |
| 1Y | -66.8% | +1.9% | -68.7% | -64.8% |
| 3Y | +119.1% | +76.9% | +42.2% | +13.7% |
| 5Y | -25.3% | +63.9% | -89.2% | -59.5% |
| All | -34.0% | +122.5% | -156.6% | -67.6% |
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