-15.6%
CIFR vs VCLT
-15.9%
+0.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.6% |
| 7D | +9.4% | -0.6% | +9.9% | +10.3% |
| 30D | -45.3% | +2.8% | -48.1% | -47.6% |
| 3M | -58.7% | -0.4% | -58.3% | -58.7% |
| 6M | -64.9% | -3.1% | -61.8% | -63.4% |
| YTD | -51.8% | -2.7% | -49.2% | -49.7% |
| 1Y | -61.9% | -3.7% | -58.3% | -59.6% |
| 3Y | +138.6% | +15.6% | +123.0% | +96.6% |
| All | -15.6% | -15.9% | +0.3% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling