-34.3%
CIFR vs VT
+113.7%
-148.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.7% | -21.7% | -24.3% |
| 7D | -26.7% | -0.3% | -26.4% | -26.7% |
| 30D | -58.0% | -1.4% | -56.6% | -56.3% |
| 3M | -68.1% | -1.4% | -66.7% | -66.6% |
| 6M | -63.7% | +5.5% | -69.1% | -66.8% |
| YTD | -56.0% | +12.8% | -68.8% | -64.4% |
| 1Y | -71.1% | +15.4% | -86.6% | -77.6% |
| 3Y | +58.5% | +76.9% | -18.3% | -38.4% |
| 5Y | -23.6% | +60.4% | -84.0% | -65.8% |
| All | -34.3% | +113.7% | -148.1% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling