+79.2%
CIFR vs VCIT
+5.4%
+73.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +16.9% | -0.3% | +17.3% | +18.0% |
| 30D | -5.2% | -0.8% | -4.4% | -3.5% |
| 3M | -30.6% | -1.0% | -29.6% | -28.8% |
| 6M | +10.6% | -1.8% | +12.4% | +16.6% |
| YTD | +20.2% | -0.7% | +20.9% | +23.5% |
| 1Y | +139.7% | +1.0% | +138.7% | +137.9% |
| 3Y | +489.4% | +18.8% | +470.5% | +299.9% |
| 5Y | +54.4% | +3.5% | +50.9% | +7.2% |
| All | +79.2% | +5.4% | +73.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling