+148.3%
CIFR vs UDR
+26.2%
+122.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +28.8% | -2.4% | +31.2% | +30.1% |
| 30D | -36.9% | +6.7% | -43.6% | -39.8% |
| 3M | -60.0% | -1.8% | -58.2% | -60.0% |
| 6M | -64.4% | -1.8% | -62.6% | -65.8% |
| YTD | -51.6% | +2.5% | -54.1% | -55.5% |
| 1Y | -58.9% | +7.9% | -66.8% | -64.3% |
| All | +148.3% | +26.2% | +122.0% | +50.5% |
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