+175.5%
CIFR vs VLTO
+56.4%
+119.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | +4.8% | +1.0% | +3.8% | +4.3% |
| 30D | -31.0% | +17.5% | -48.5% | -37.7% |
| 3M | -58.7% | +21.4% | -80.1% | -63.7% |
| 6M | -67.7% | +38.1% | -105.8% | -75.7% |
| YTD | -53.5% | +19.0% | -72.5% | -59.4% |
| 1Y | -54.1% | +20.7% | -74.7% | -61.0% |
| 3Y | +138.2% | +64.3% | +73.9% | +24.9% |
| All | +175.5% | +56.4% | +119.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling