-70.1%
CIFR vs VCIT
-2.1%
-68.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.1% | +18.1% | +18.0% |
| 7D | -10.2% | +0.1% | -10.3% | -9.9% |
| 30D | -55.0% | +1.9% | -57.0% | -57.4% |
| 3M | -64.1% | -1.4% | -62.6% | -60.8% |
| 6M | -70.1% | -2.1% | -68.0% | -65.3% |
| All | -70.1% | -2.1% | -68.0% | -65.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling