+29.3%
CIFR vs VTR
+88.4%
-59.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.4% |
| 7D | +11.3% | -2.9% | +14.2% | +12.8% |
| 30D | +3.5% | -2.8% | +6.3% | +4.6% |
| 3M | -26.6% | +9.0% | -35.6% | -32.6% |
| 6M | +18.1% | +5.0% | +13.1% | +10.0% |
| YTD | +14.5% | +16.9% | -2.4% | -0.9% |
| 1Y | +83.3% | +34.3% | +49.0% | +42.8% |
| 3Y | +461.5% | +131.6% | +329.9% | +167.7% |
| 5Y | +29.3% | +88.0% | -58.7% | -20.5% |
| All | +29.3% | +88.4% | -59.1% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling