+79.2%
CIFR vs UDR
+39.9%
+39.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +16.9% | -2.0% | +18.9% | +18.2% |
| 30D | -5.2% | -5.2% | 0.0% | -2.6% |
| 3M | -30.6% | -5.8% | -24.8% | -29.9% |
| 6M | +10.6% | -1.7% | +12.3% | +8.5% |
| YTD | +20.2% | +2.4% | +17.8% | +14.5% |
| 1Y | +139.7% | -2.1% | +141.8% | +133.8% |
| 3Y | +489.4% | +4.2% | +485.2% | +453.9% |
| 5Y | +54.4% | -20.0% | +74.4% | +57.0% |
| All | +79.2% | +39.9% | +39.3% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling