+70.2%
CIFR vs VTRS
+32.0%
+38.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.3% |
| 7D | -5.0% | -2.2% | -2.8% | -4.0% |
| 30D | -5.7% | +3.3% | -9.0% | -7.1% |
| 3M | -25.5% | +2.0% | -27.5% | -27.3% |
| 6M | +19.4% | +19.9% | -0.5% | +7.1% |
| YTD | +14.2% | +35.7% | -21.6% | -3.8% |
| 1Y | +69.0% | +68.1% | +0.9% | +27.5% |
| 3Y | +503.9% | +87.1% | +416.9% | +324.1% |
| 5Y | +27.7% | +47.6% | -20.0% | -8.5% |
| All | +70.2% | +32.0% | +38.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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