-33.9%
CIFR vs VT
+105.5%
-139.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.2% | +17.7% | +17.3% |
| 7D | -10.2% | -2.3% | -7.9% | -4.9% |
| 30D | -55.0% | -5.0% | -50.1% | -48.2% |
| 3M | -64.1% | -4.9% | -59.2% | -58.3% |
| 6M | -70.1% | -1.5% | -68.6% | -67.3% |
| YTD | -55.7% | +8.5% | -64.1% | -59.9% |
| 1Y | -69.9% | +11.4% | -81.2% | -74.2% |
| 3Y | +68.7% | +70.1% | -1.4% | -26.9% |
| 5Y | -26.2% | +53.7% | -79.9% | -63.1% |
| All | -33.9% | +105.5% | -139.4% | -69.6% |
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