-71.1%
CIFR vs ULTA
+27.7%
-98.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.1% | -24.0% | -19.6% |
| 7D | -26.7% | +6.7% | -33.4% | -26.3% |
| 30D | -58.0% | +21.7% | -79.7% | -57.9% |
| 3M | -68.1% | +21.5% | -89.6% | -67.8% |
| 6M | -63.7% | +27.5% | -91.2% | -63.1% |
| YTD | -56.0% | +9.2% | -65.2% | -54.4% |
| 1Y | -71.1% | +27.9% | -99.0% | -70.6% |
| All | -71.1% | +27.7% | -98.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling