+118.3%
CIFR vs VUG
+79.9%
+38.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | -3.0% |
| 7D | -0.7% | +0.5% | -1.2% | -1.8% |
| 30D | -49.6% | -8.2% | -41.5% | -36.0% |
| 3M | -60.4% | -5.4% | -54.9% | -52.8% |
| 6M | -66.9% | -2.5% | -64.3% | -62.7% |
| YTD | -53.9% | +4.2% | -58.1% | -54.8% |
| 1Y | -67.1% | +5.0% | -72.1% | -68.1% |
| 3Y | +118.3% | +81.7% | +36.5% | +26.5% |
| All | +118.3% | +79.9% | +38.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling