+296.5%
CIFR vs UMAC
+488.3%
-191.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.4% | -5.1% |
| 7D | -8.2% | -4.0% | -4.2% | -7.6% |
| 30D | -7.4% | -9.4% | +2.0% | -6.5% |
| 3M | -24.2% | +3.0% | -27.1% | -25.6% |
| 6M | +14.2% | +27.2% | -13.0% | +3.7% |
| YTD | +8.0% | +84.7% | -76.7% | -7.5% |
| 1Y | +55.5% | +136.5% | -81.0% | +28.3% |
| All | +296.5% | +488.3% | -191.7% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling