-26.9%
CIFR vs VUG
+61.3%
-88.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | -1.7% |
| 7D | -0.7% | +0.5% | -1.2% | -1.3% |
| 30D | -49.6% | -8.2% | -41.5% | -38.5% |
| 3M | -60.4% | -5.4% | -54.9% | -54.1% |
| 6M | -66.9% | -2.5% | -64.3% | -63.1% |
| YTD | -53.9% | +4.2% | -58.1% | -53.9% |
| 1Y | -67.1% | +5.0% | -72.1% | -67.3% |
| 3Y | +118.3% | +81.7% | +36.5% | -2.9% |
| 5Y | -26.9% | +62.5% | -89.4% | -61.6% |
| All | -26.9% | +61.3% | -88.2% | -61.6% |
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