+52.1%
CIFR vs UL
+22.5%
+29.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.3% |
| 7D | +26.7% | -1.3% | +28.0% | +26.6% |
| 30D | +7.7% | +0.9% | +6.8% | +7.8% |
| 3M | -23.8% | +14.2% | -38.0% | -24.5% |
| 6M | +35.9% | -3.2% | +39.1% | +36.8% |
| YTD | +25.4% | -0.3% | +25.7% | +25.8% |
| 1Y | +139.8% | -8.8% | +148.5% | +142.8% |
| 3Y | +515.0% | +23.9% | +491.1% | +476.6% |
| 5Y | +52.1% | +21.4% | +30.7% | +34.0% |
| All | +52.1% | +22.5% | +29.6% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling