+146.9%
CIFR vs UEC
+28.2%
+118.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.0% | +8.4% |
| 7D | +9.4% | +0.6% | +8.8% | +9.7% |
| 30D | -45.3% | -18.1% | -27.2% | -38.0% |
| 3M | -58.7% | -36.9% | -21.8% | -47.6% |
| 6M | -64.9% | -56.1% | -8.8% | -47.8% |
| YTD | -51.8% | -38.1% | -13.7% | -38.9% |
| 1Y | -61.9% | -41.7% | -20.2% | -50.2% |
| All | +146.9% | +28.2% | +118.7% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling