+29.3%
CIFR vs UDR
-20.7%
+50.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.0% | -6.7% | -7.3% |
| 7D | +11.3% | -3.3% | +14.6% | +14.1% |
| 30D | +3.5% | -5.6% | +9.1% | +7.6% |
| 3M | -26.6% | -9.4% | -17.2% | -23.1% |
| 6M | +18.1% | -3.0% | +21.1% | +15.9% |
| YTD | +14.5% | -0.4% | +14.9% | +9.4% |
| 1Y | +83.3% | -5.1% | +88.4% | +81.1% |
| 3Y | +461.5% | +4.2% | +457.3% | +406.8% |
| 5Y | +29.3% | -19.5% | +48.8% | +28.8% |
| All | +29.3% | -20.7% | +50.0% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling