-21.0%
CIFR vs VCIT
+3.7%
-24.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.7% |
| 7D | +4.8% | -1.4% | +6.2% | +8.5% |
| 30D | -31.0% | +0.6% | -31.6% | -32.6% |
| 3M | -58.7% | -2.2% | -56.5% | -56.6% |
| 6M | -67.7% | -2.3% | -65.4% | -65.9% |
| YTD | -53.5% | -2.2% | -51.3% | -50.6% |
| 1Y | -54.1% | -1.4% | -52.7% | -52.1% |
| 3Y | +138.2% | +18.7% | +119.4% | +53.0% |
| All | -21.0% | +3.7% | -24.7% | -48.1% |
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