-13.0%
CIFR vs VCIT
+3.9%
-16.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +9.4% | -0.5% | +9.9% | +10.6% |
| 30D | -45.3% | +1.0% | -46.3% | -47.1% |
| 3M | -58.7% | -1.4% | -57.3% | -57.5% |
| 6M | -64.9% | -2.1% | -62.8% | -63.1% |
| YTD | -51.8% | -1.8% | -50.0% | -49.3% |
| 1Y | -61.9% | -1.4% | -60.5% | -60.2% |
| 3Y | +138.6% | +19.3% | +119.3% | +52.1% |
| 5Y | -13.0% | +4.1% | -17.1% | -44.1% |
| All | -13.0% | +3.9% | -16.8% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling