+61.0%
CIFR vs VTR
+163.2%
-102.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -6.1% |
| 7D | -8.2% | -1.8% | -6.4% | -7.7% |
| 30D | -7.4% | +4.0% | -11.4% | -8.7% |
| 3M | -24.2% | +7.8% | -32.0% | -28.3% |
| 6M | +14.2% | +6.4% | +7.8% | +7.8% |
| YTD | +8.0% | +18.3% | -10.3% | -3.4% |
| 1Y | +55.5% | +33.9% | +21.6% | +29.8% |
| 3Y | +429.6% | +134.3% | +295.2% | +215.7% |
| 5Y | +20.8% | +90.3% | -69.5% | -20.1% |
| All | +61.0% | +163.2% | -102.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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