+70.7%
CIFR vs UL
+9.1%
+61.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -7.0% | -8.8% |
| 7D | +11.3% | -3.2% | +14.6% | +11.2% |
| 30D | +3.5% | -0.6% | +4.1% | +3.5% |
| 3M | -26.6% | +9.4% | -36.1% | -27.0% |
| 6M | +18.1% | -4.1% | +22.2% | +18.6% |
| YTD | +14.5% | -2.0% | +16.5% | +14.7% |
| 1Y | +83.3% | -9.0% | +92.3% | +84.8% |
| 3Y | +461.5% | +21.8% | +439.6% | +435.2% |
| 5Y | +29.3% | +20.6% | +8.7% | +19.3% |
| All | +70.7% | +9.1% | +61.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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