+52.1%
CIFR vs VUG
+76.0%
-23.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.1% |
| 7D | +26.7% | +0.9% | +25.8% | +24.8% |
| 30D | +7.7% | -1.4% | +9.2% | +11.3% |
| 3M | -23.8% | +2.3% | -26.1% | -26.2% |
| 6M | +35.9% | +15.7% | +20.2% | +5.6% |
| YTD | +25.4% | +8.6% | +16.8% | +11.8% |
| 1Y | +139.8% | +14.1% | +125.7% | +100.7% |
| 3Y | +515.0% | +87.9% | +427.1% | +147.6% |
| 5Y | +52.1% | +76.3% | -24.2% | -33.6% |
| All | +52.1% | +76.0% | -23.9% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling