+79.2%
CIFR vs UL
+12.0%
+67.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +16.9% | -1.3% | +18.3% | +16.9% |
| 30D | -5.2% | +0.5% | -5.7% | -5.1% |
| 3M | -30.6% | +17.6% | -48.2% | -31.1% |
| 6M | +10.6% | -5.4% | +16.0% | +11.5% |
| YTD | +20.2% | +0.7% | +19.5% | +20.6% |
| 1Y | +139.7% | -9.3% | +149.0% | +142.6% |
| 3Y | +489.4% | +24.5% | +464.8% | +462.8% |
| 5Y | +54.4% | +23.2% | +31.2% | +42.5% |
| All | +79.2% | +12.0% | +67.1% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling