-71.1%
CIFR vs VCLT
-3.2%
-67.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.0% | -21.0% | -22.1% |
| 7D | -26.7% | +0.4% | -27.1% | -27.6% |
| 30D | -58.0% | +3.9% | -62.0% | -62.4% |
| 3M | -68.1% | -1.9% | -66.2% | -66.1% |
| 6M | -63.7% | -2.6% | -61.0% | -60.1% |
| YTD | -56.0% | -3.1% | -52.9% | -50.6% |
| 1Y | -71.1% | -3.6% | -67.6% | -67.0% |
| All | -71.1% | -3.2% | -67.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling