+471.3%
CIFR vs VYM
+64.0%
+407.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -3.9% |
| 7D | -8.2% | -1.9% | -6.4% | -2.1% |
| 30D | -7.4% | -2.6% | -4.8% | +1.0% |
| 3M | -24.2% | +3.6% | -27.7% | -34.4% |
| 6M | +14.2% | +8.7% | +5.5% | -13.7% |
| YTD | +8.0% | +14.1% | -6.1% | -30.2% |
| 1Y | +55.5% | +17.8% | +37.7% | -8.2% |
| All | +471.3% | +64.0% | +407.4% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling