+26.9%
CIFR vs VYM
+77.5%
-50.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.1% |
| 7D | -5.0% | -0.8% | -4.2% | -3.0% |
| 30D | -5.7% | -2.2% | -3.5% | -0.6% |
| 3M | -25.5% | +3.1% | -28.6% | -31.6% |
| 6M | +19.4% | +9.7% | +9.7% | -2.9% |
| YTD | +14.2% | +14.9% | -0.7% | -15.7% |
| 1Y | +69.0% | +17.6% | +51.4% | +20.5% |
| 3Y | +503.9% | +65.3% | +438.6% | +156.7% |
| All | +26.9% | +77.5% | -50.6% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling