+70.7%
CIFR vs VCLT
-12.3%
+83.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.5% |
| 7D | +11.3% | 0.0% | +11.3% | +11.4% |
| 30D | +3.5% | +0.1% | +3.4% | +3.2% |
| 3M | -26.6% | -2.9% | -23.8% | -24.1% |
| 6M | +18.1% | -4.0% | +22.1% | +24.7% |
| YTD | +14.5% | -2.2% | +16.7% | +18.7% |
| 1Y | +83.3% | -2.6% | +85.9% | +90.9% |
| 3Y | +461.5% | +12.3% | +449.2% | +397.9% |
| 5Y | +29.3% | -16.4% | +45.7% | +20.2% |
| All | +70.7% | -12.3% | +83.0% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling