-30.7%
CIFR vs VT
+110.3%
-141.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.3% |
| 7D | +4.8% | +2.4% | +2.5% | -1.0% |
| 30D | -31.0% | -1.5% | -29.5% | -27.6% |
| 3M | -58.7% | -4.1% | -54.6% | -52.9% |
| 6M | -67.7% | +0.6% | -68.3% | -66.5% |
| YTD | -53.5% | +11.0% | -64.6% | -60.4% |
| 1Y | -54.1% | +13.3% | -67.4% | -62.5% |
| 3Y | +138.2% | +73.4% | +64.8% | -1.8% |
| 5Y | -18.5% | +57.4% | -76.0% | -61.6% |
| All | -30.7% | +110.3% | -141.0% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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