+87.0%
CIFR vs VTR
+161.5%
-74.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.5% |
| 7D | +26.7% | -2.4% | +29.1% | +27.7% |
| 30D | +7.7% | -3.7% | +11.5% | +9.0% |
| 3M | -23.8% | +13.5% | -37.3% | -29.8% |
| 6M | +35.9% | +7.2% | +28.7% | +27.7% |
| YTD | +25.4% | +17.6% | +7.8% | +12.5% |
| 1Y | +139.8% | +35.4% | +104.4% | +98.9% |
| 3Y | +515.0% | +132.8% | +382.1% | +267.4% |
| 5Y | +52.1% | +88.7% | -36.6% | +0.9% |
| All | +87.0% | +161.5% | -74.6% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling