-31.2%
CIFR vs UAL
+232.9%
-264.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.8% | -2.7% | 0.0% |
| 7D | -0.7% | +10.2% | -10.9% | -7.4% |
| 30D | -49.6% | +12.0% | -61.7% | -53.4% |
| 3M | -60.4% | -7.1% | -53.3% | -59.0% |
| 6M | -66.9% | +20.9% | -87.7% | -70.7% |
| YTD | -53.9% | +7.7% | -61.5% | -56.8% |
| 1Y | -67.1% | +23.6% | -90.6% | -71.6% |
| 3Y | +118.3% | +222.6% | -104.3% | +24.5% |
| 5Y | -26.9% | +127.9% | -154.8% | -55.7% |
| All | -31.2% | +232.9% | -264.1% | -58.5% |
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