+515.0%
CIFR vs UL
+24.1%
+490.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.1% |
| 7D | +26.7% | -1.3% | +28.0% | +26.3% |
| 30D | +7.7% | +0.9% | +6.8% | +8.2% |
| 3M | -23.8% | +14.2% | -38.0% | -23.1% |
| 6M | +35.9% | -3.2% | +39.1% | +37.6% |
| YTD | +25.4% | -0.3% | +25.7% | +27.1% |
| 1Y | +139.8% | -8.8% | +148.5% | +144.2% |
| 3Y | +515.0% | +23.9% | +491.1% | +316.9% |
| All | +515.0% | +24.1% | +490.9% | +316.9% |
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 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