+55.5%
CIFR vs UDR
-5.5%
+61.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -6.0% |
| 7D | -8.2% | -3.4% | -4.9% | -9.7% |
| 30D | -7.4% | -5.4% | -1.9% | -9.6% |
| 3M | -24.2% | -10.0% | -14.2% | -27.8% |
| 6M | +14.2% | -2.5% | +16.7% | +5.5% |
| YTD | +8.0% | -1.1% | +9.1% | +3.0% |
| 1Y | +55.5% | -3.9% | +59.4% | +43.1% |
| All | +55.5% | -5.5% | +61.1% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling