-58.9%
CIFR vs VCLT
-4.8%
-54.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +3.5% |
| 7D | +28.8% | -1.9% | +30.7% | +34.6% |
| 30D | -36.9% | +1.4% | -38.4% | -40.4% |
| 3M | -60.0% | -1.8% | -58.2% | -58.4% |
| 6M | -64.4% | -3.9% | -60.5% | -59.5% |
| YTD | -51.6% | -3.9% | -47.6% | -45.2% |
| 1Y | -58.9% | -4.7% | -54.1% | -49.5% |
| All | -58.9% | -4.8% | -54.1% | -49.5% |
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