+515.0%
CIFR vs UDR
+4.7%
+510.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.8% |
| 7D | +26.7% | -2.1% | +28.8% | +28.3% |
| 30D | +7.7% | -5.6% | +13.4% | +11.5% |
| 3M | -23.8% | -5.8% | -18.0% | -23.3% |
| 6M | +35.9% | -1.1% | +37.0% | +30.3% |
| YTD | +25.4% | +1.6% | +23.8% | +16.8% |
| 1Y | +139.8% | -2.7% | +142.4% | +131.0% |
| 3Y | +515.0% | +6.3% | +508.7% | +423.8% |
| All | +515.0% | +4.7% | +510.3% | +423.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling