-34.0%
CIFR vs VXUS
+84.8%
-118.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -2.6% |
| 7D | -19.6% | +0.5% | -20.1% | -20.7% |
| 30D | -51.7% | -2.5% | -49.2% | -48.6% |
| 3M | -60.0% | -4.6% | -55.4% | -54.7% |
| 6M | -68.2% | -2.6% | -65.6% | -64.6% |
| YTD | -55.8% | +10.4% | -66.1% | -60.4% |
| 1Y | -66.8% | +12.9% | -79.6% | -71.5% |
| 3Y | +119.1% | +68.4% | +50.7% | +1.4% |
| 5Y | -25.3% | +47.7% | -73.0% | -60.6% |
| All | -34.0% | +84.8% | -118.9% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling