-64.9%
CIFR vs VUG
-1.0%
-63.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +4.0% |
| 7D | +9.4% | -1.1% | +10.5% | +14.0% |
| 30D | -45.3% | -7.0% | -38.3% | -30.6% |
| 3M | -58.7% | -3.7% | -55.0% | -52.0% |
| 6M | -64.9% | -1.6% | -63.3% | -61.3% |
| All | -64.9% | -1.0% | -63.9% | -61.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling