-33.9%
CIFR vs VXUS
+80.9%
-114.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.1% | +17.8% | +17.6% |
| 7D | -10.2% | -1.8% | -8.5% | -7.2% |
| 30D | -55.0% | -4.6% | -50.5% | -49.8% |
| 3M | -64.1% | -6.1% | -58.0% | -57.9% |
| 6M | -70.1% | -4.9% | -65.2% | -65.0% |
| YTD | -55.7% | +8.1% | -63.7% | -58.4% |
| 1Y | -69.9% | +12.1% | -81.9% | -73.7% |
| 3Y | +68.7% | +63.9% | +4.8% | -17.5% |
| 5Y | -26.2% | +43.1% | -69.3% | -59.1% |
| All | -33.9% | +80.9% | -114.8% | -64.9% |
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