+87.0%
CIFR vs VXUS
+96.6%
-9.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.2% |
| 7D | +26.7% | +1.6% | +25.1% | +22.7% |
| 30D | +7.7% | +1.0% | +6.7% | +6.3% |
| 3M | -23.8% | +5.7% | -29.5% | -30.7% |
| 6M | +35.9% | +13.6% | +22.3% | +9.8% |
| YTD | +25.4% | +17.4% | +8.0% | -3.2% |
| 1Y | +139.8% | +25.1% | +114.7% | +65.7% |
| 3Y | +515.0% | +75.8% | +439.1% | +153.3% |
| 5Y | +52.1% | +55.4% | -3.3% | -30.7% |
| All | +87.0% | +96.6% | -9.6% | -18.3% |
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