-15.1%
CIFR vs UAL
+116.7%
-131.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +4.8% |
| 7D | +28.8% | +0.7% | +28.1% | +27.8% |
| 30D | -36.9% | +7.8% | -44.7% | -41.4% |
| 3M | -60.0% | -11.1% | -48.9% | -57.2% |
| 6M | -64.4% | +16.1% | -80.4% | -68.7% |
| YTD | -51.6% | -0.5% | -51.0% | -53.2% |
| 1Y | -58.9% | +11.3% | -70.1% | -63.4% |
| 3Y | +139.9% | +192.8% | -52.9% | +17.3% |
| 5Y | -15.1% | +123.3% | -138.3% | -56.2% |
| All | -15.1% | +116.7% | -131.7% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling