+70.2%
CIFR vs ULTA
+130.6%
-60.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +4.9% |
| 7D | -5.0% | -3.1% | -1.9% | -3.8% |
| 30D | -5.7% | +2.8% | -8.5% | -7.1% |
| 3M | -25.5% | +14.8% | -40.3% | -30.7% |
| 6M | +19.4% | -16.2% | +35.6% | +26.5% |
| YTD | +14.2% | -9.6% | +23.8% | +16.6% |
| 1Y | +69.0% | +4.8% | +64.2% | +59.4% |
| 3Y | +503.9% | +30.7% | +473.3% | +385.7% |
| 5Y | +27.7% | +45.9% | -18.2% | -2.9% |
| All | +70.2% | +130.6% | -60.4% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling