-96.9%
CYPH vs VT
+212.8%
-309.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +41.5% | +0.4% | +41.1% | +41.1% |
| 30D | +230.2% | +1.0% | +229.2% | +226.6% |
| 3M | +146.7% | +2.4% | +144.3% | +150.5% |
| 6M | +238.0% | +12.0% | +226.0% | +211.5% |
| YTD | +108.6% | +15.3% | +93.3% | +87.1% |
| 1Y | +755.1% | +22.6% | +732.5% | +615.2% |
| 3Y | +9.0% | +74.7% | -65.7% | -40.2% |
| 5Y | -85.8% | +66.1% | -151.9% | -91.6% |
| All | -96.9% | +212.8% | -309.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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