-30.7%
CIFR vs UL
+16.5%
-47.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -3.9% |
| 7D | +4.8% | +1.1% | +3.7% | +5.0% |
| 30D | -31.0% | +4.5% | -35.5% | -30.5% |
| 3M | -58.7% | +6.5% | -65.2% | -58.3% |
| 6M | -67.7% | +18.2% | -85.9% | -67.6% |
| YTD | -53.5% | +4.7% | -58.2% | -53.0% |
| 1Y | -54.1% | +0.8% | -54.8% | -53.4% |
| 3Y | +138.2% | +35.9% | +102.3% | +128.3% |
| 5Y | -18.5% | +33.4% | -51.9% | -24.0% |
| All | -30.7% | +16.5% | -47.2% | -35.3% |
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