-37.4%
CIFR vs VT
+53.2%
-90.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.1% | -10.5% | -3.2% |
| 7D | -31.5% | -4.2% | -27.3% | -22.8% |
| 30D | -64.2% | -5.8% | -58.4% | -57.1% |
| 3M | -70.3% | -5.2% | -65.1% | -64.8% |
| 6M | -74.9% | +0.1% | -75.0% | -73.7% |
| YTD | -62.4% | +8.2% | -70.6% | -66.5% |
| 1Y | -77.5% | +10.1% | -87.7% | -80.7% |
| 3Y | +35.4% | +69.7% | -34.3% | -48.5% |
| 5Y | -37.4% | +53.4% | -90.8% | -71.1% |
| All | -37.4% | +53.2% | -90.6% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling