-30.7%
CIFR vs VCLT
-14.1%
-16.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.6% |
| 7D | +4.8% | -2.3% | +7.1% | +7.6% |
| 30D | -31.0% | +0.8% | -31.7% | -31.9% |
| 3M | -58.7% | -2.7% | -56.1% | -57.6% |
| 6M | -67.7% | -4.3% | -63.4% | -66.0% |
| YTD | -53.5% | -4.3% | -49.2% | -50.8% |
| 1Y | -54.1% | -4.4% | -49.7% | -51.2% |
| 3Y | +138.2% | +13.8% | +124.4% | +107.7% |
| 5Y | -18.5% | -17.0% | -1.6% | -23.2% |
| All | -30.7% | -14.1% | -16.6% | -35.2% |
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 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