+68.7%
CIFR vs VCIT
+19.7%
+49.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.1% | +18.1% | +18.2% |
| 7D | -10.2% | +0.1% | -10.3% | -10.6% |
| 30D | -55.0% | +1.9% | -57.0% | -57.1% |
| 3M | -64.1% | -1.4% | -62.6% | -63.0% |
| 6M | -70.1% | -2.1% | -68.0% | -68.7% |
| YTD | -55.7% | -1.6% | -54.0% | -53.6% |
| 1Y | -69.9% | -0.9% | -68.9% | -68.7% |
| 3Y | +68.7% | +20.0% | +48.7% | +25.6% |
| All | +68.7% | +19.7% | +49.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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