+87.0%
CIFR vs ULTA
+131.7%
-44.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +7.0% | +5.4% |
| 7D | +26.7% | +0.7% | +26.0% | +26.4% |
| 30D | +7.7% | -2.8% | +10.6% | +8.5% |
| 3M | -23.8% | +18.7% | -42.5% | -30.2% |
| 6M | +35.9% | -15.0% | +50.9% | +42.9% |
| YTD | +25.4% | -9.2% | +34.6% | +27.8% |
| 1Y | +139.8% | +5.7% | +134.1% | +124.8% |
| 3Y | +515.0% | +32.8% | +482.2% | +390.5% |
| 5Y | +52.1% | +46.0% | +6.1% | +15.4% |
| All | +87.0% | +131.7% | -44.7% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling