-64.4%
CIFR vs UDR
-1.5%
-62.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | -1.9% |
| 7D | +28.8% | -2.4% | +31.2% | +22.9% |
| 30D | -36.9% | +6.7% | -43.6% | -27.2% |
| 3M | -60.0% | -1.8% | -58.2% | -60.9% |
| 6M | -64.4% | -1.8% | -62.6% | -67.4% |
| All | -64.4% | -1.5% | -62.8% | -67.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling