+68.7%
CIFR vs VLTO
+69.5%
-0.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.5% | +17.7% |
| 7D | -10.2% | +5.4% | -15.6% | -12.4% |
| 30D | -55.0% | +22.3% | -77.4% | -59.9% |
| 3M | -64.1% | +19.6% | -83.7% | -67.6% |
| 6M | -70.1% | +35.2% | -105.3% | -76.6% |
| YTD | -55.7% | +17.9% | -73.5% | -60.2% |
| 1Y | -69.9% | +19.5% | -89.4% | -73.8% |
| 3Y | +68.7% | +73.9% | -5.2% | -21.9% |
| All | +68.7% | +69.5% | -0.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling