-28.2%
CIFR vs UAL
+227.4%
-255.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.8% | +10.7% | +10.0% |
| 7D | +9.4% | +2.3% | +7.1% | +8.3% |
| 30D | -45.3% | +13.3% | -58.6% | -49.8% |
| 3M | -58.7% | -6.3% | -52.4% | -57.5% |
| 6M | -64.9% | +22.5% | -87.5% | -69.3% |
| YTD | -51.8% | +5.9% | -57.7% | -54.5% |
| 1Y | -61.9% | +24.7% | -86.6% | -67.4% |
| 3Y | +138.6% | +211.6% | -73.0% | +38.2% |
| 5Y | -13.0% | +130.6% | -143.5% | -46.9% |
| All | -28.2% | +227.4% | -255.5% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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