+18.1%
CIFR vs VYM
+10.1%
+8.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -7.1% |
| 7D | +11.3% | -1.0% | +12.3% | +15.0% |
| 30D | +3.5% | -2.0% | +5.5% | +10.0% |
| 3M | -26.6% | +3.1% | -29.7% | -37.8% |
| 6M | +18.1% | +8.9% | +9.2% | -20.9% |
| All | +18.1% | +10.1% | +8.0% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling