+489.4%
CIFR vs UEC
+148.7%
+340.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.0% |
| 7D | +16.9% | -6.9% | +23.9% | +20.9% |
| 30D | -5.2% | +7.6% | -12.8% | -9.8% |
| 3M | -30.6% | -18.4% | -12.2% | -24.9% |
| 6M | +10.6% | -23.3% | +33.9% | +20.3% |
| YTD | +20.2% | -1.2% | +21.4% | +18.7% |
| 1Y | +139.7% | +2.3% | +137.4% | +131.0% |
| All | +489.4% | +148.7% | +340.7% | +350.4% |
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