+505.7%
CIFR vs VCLT
+12.6%
+493.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -23.9% |
| 6M | +18.1% | -4.0% | +22.1% | +24.7% |
| YTD | +14.5% | -2.2% | +16.7% | +19.0% |
| 1Y | +83.3% | -2.6% | +85.9% | +91.4% |
| All | +505.7% | +12.6% | +493.1% | +420.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling