-25.3%
CIFR vs UL
+31.7%
-57.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -19.6% | +2.6% | -22.1% | -19.1% |
| 30D | -51.7% | +6.8% | -58.5% | -51.2% |
| 3M | -60.0% | +5.7% | -65.8% | -59.6% |
| 6M | -68.2% | +15.9% | -84.1% | -68.0% |
| YTD | -55.8% | +4.3% | -60.0% | -55.2% |
| 1Y | -66.8% | -0.4% | -66.3% | -66.2% |
| 3Y | +119.1% | +35.0% | +84.2% | +107.7% |
| 5Y | -25.3% | +31.6% | -56.9% | -31.8% |
| All | -25.3% | +31.7% | -57.0% | -31.8% |
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