-28.2%
CIFR vs VXUS
+86.6%
-114.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +7.9% | +6.8% |
| 7D | +9.4% | -0.5% | +9.9% | +11.8% |
| 30D | -45.3% | -1.2% | -44.1% | -43.4% |
| 3M | -58.7% | -3.8% | -54.9% | -54.0% |
| 6M | -64.9% | -1.7% | -63.3% | -61.8% |
| YTD | -51.8% | +11.4% | -63.2% | -57.7% |
| 1Y | -61.9% | +13.3% | -75.2% | -67.6% |
| 3Y | +138.6% | +70.0% | +68.6% | +8.3% |
| 5Y | -13.0% | +48.1% | -61.1% | -54.9% |
| All | -28.2% | +86.6% | -114.7% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling