+68.7%
CIFR vs UAL
+197.6%
-128.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.0% | +15.9% | +16.3% |
| 7D | -10.2% | +8.2% | -18.4% | -17.5% |
| 30D | -55.0% | +2.3% | -57.4% | -56.5% |
| 3M | -64.1% | -12.7% | -51.4% | -60.5% |
| 6M | -70.1% | +12.7% | -82.8% | -73.6% |
| YTD | -55.7% | +0.8% | -56.5% | -58.0% |
| 1Y | -69.9% | +17.8% | -87.6% | -75.1% |
| 3Y | +68.7% | +206.7% | -138.0% | -38.3% |
| All | +68.7% | +197.6% | -128.9% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling