-34.0%
CIFR vs VT
+109.8%
-143.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.9% |
| 7D | -19.6% | -0.1% | -19.4% | -19.5% |
| 30D | -51.7% | -3.1% | -48.6% | -47.1% |
| 3M | -60.0% | -3.5% | -56.5% | -55.2% |
| 6M | -68.2% | +0.5% | -68.7% | -67.0% |
| YTD | -55.8% | +10.8% | -66.5% | -62.1% |
| 1Y | -66.8% | +11.9% | -78.7% | -71.9% |
| 3Y | +119.1% | +73.0% | +46.2% | -9.3% |
| 5Y | -25.3% | +58.6% | -83.9% | -64.8% |
| All | -34.0% | +109.8% | -143.9% | -71.3% |
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