+148.3%
CIFR vs UAL
+194.5%
-46.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +5.3% |
| 7D | +28.8% | +0.7% | +28.1% | +27.7% |
| 30D | -36.9% | +7.8% | -44.7% | -42.0% |
| 3M | -60.0% | -11.1% | -48.9% | -56.9% |
| 6M | -64.4% | +16.1% | -80.4% | -69.4% |
| YTD | -51.6% | -0.5% | -51.0% | -53.9% |
| 1Y | -58.9% | +11.3% | -70.1% | -64.4% |
| All | +148.3% | +194.5% | -46.2% | -3.4% |
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