+61.0%
CIFR vs UEC
+1,036.1%
-975.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.0% | -0.7% | -4.0% |
| 7D | -8.2% | -4.3% | -4.0% | -6.7% |
| 30D | -7.4% | -3.8% | -3.5% | -6.8% |
| 3M | -24.2% | +17.0% | -41.2% | -28.2% |
| 6M | +14.2% | -23.9% | +38.1% | +22.9% |
| YTD | +8.0% | -5.7% | +13.6% | +9.8% |
| 1Y | +55.5% | -12.5% | +68.1% | +60.5% |
| 3Y | +429.6% | +136.5% | +293.1% | +297.7% |
| 5Y | +20.8% | +243.3% | -222.5% | -16.8% |
| All | +61.0% | +1,036.1% | -975.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling