+79.2%
CIFR vs VCLT
-12.0%
+91.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +16.9% | -0.5% | +17.5% | +17.7% |
| 30D | -5.2% | -0.9% | -4.3% | -4.3% |
| 3M | -30.6% | -3.2% | -27.3% | -27.8% |
| 6M | +10.6% | -3.8% | +14.4% | +16.6% |
| YTD | +20.2% | -2.0% | +22.2% | +24.2% |
| 1Y | +139.7% | -0.8% | +140.5% | +144.8% |
| 3Y | +489.4% | +12.3% | +477.1% | +422.4% |
| 5Y | +54.4% | -15.4% | +69.8% | +43.0% |
| All | +79.2% | -12.0% | +91.2% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling