+119.1%
CIFR vs UL
+35.2%
+83.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.2% |
| 7D | -19.6% | +2.6% | -22.1% | -18.3% |
| 30D | -51.7% | +6.8% | -58.5% | -50.1% |
| 3M | -60.0% | +5.7% | -65.8% | -58.7% |
| 6M | -68.2% | +15.9% | -84.1% | -66.9% |
| YTD | -55.8% | +4.3% | -60.0% | -53.9% |
| 1Y | -66.8% | -0.4% | -66.3% | -65.3% |
| 3Y | +119.1% | +35.0% | +84.2% | +54.4% |
| All | +119.1% | +35.2% | +83.9% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling