+29.3%
CIFR vs UEC
+289.3%
-260.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -7.6% |
| 7D | +11.3% | -0.2% | +11.5% | +11.5% |
| 30D | +3.5% | +1.9% | +1.6% | +1.6% |
| 3M | -26.6% | +8.9% | -35.6% | -29.7% |
| 6M | +18.1% | -14.5% | +32.6% | +22.5% |
| YTD | +14.5% | -0.7% | +15.2% | +13.0% |
| 1Y | +83.3% | -4.1% | +87.4% | +81.1% |
| 3Y | +461.5% | +148.9% | +312.5% | +254.0% |
| 5Y | +29.3% | +300.0% | -270.7% | -35.0% |
| All | +29.3% | +289.3% | -260.0% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling