+79.2%
CIFR vs VUG
+134.6%
-55.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.0% |
| 7D | +16.9% | -0.1% | +17.0% | +17.6% |
| 30D | -5.2% | -0.3% | -4.9% | -4.4% |
| 3M | -30.6% | -0.7% | -29.9% | -28.2% |
| 6M | +10.6% | +14.6% | -4.0% | -10.2% |
| YTD | +20.2% | +9.0% | +11.2% | +7.9% |
| 1Y | +139.7% | +14.9% | +124.9% | +102.3% |
| 3Y | +489.4% | +86.0% | +403.3% | +170.3% |
| 5Y | +54.4% | +76.7% | -22.3% | -27.6% |
| All | +79.2% | +134.6% | -55.4% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling