+70.2%
CIFR vs VTV
+139.2%
-69.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.3% |
| 7D | -5.0% | -1.1% | -3.9% | -2.8% |
| 30D | -5.7% | -1.0% | -4.7% | -3.8% |
| 3M | -25.5% | +4.6% | -30.2% | -32.5% |
| 6M | +19.4% | +13.5% | +5.9% | -5.6% |
| YTD | +14.2% | +18.5% | -4.3% | -16.1% |
| 1Y | +69.0% | +22.9% | +46.1% | +16.9% |
| 3Y | +503.9% | +67.8% | +436.1% | +189.3% |
| 5Y | +27.7% | +81.8% | -54.2% | -40.6% |
| All | +70.2% | +139.2% | -69.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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