+320.4%
CIFR vs UMAC
+508.0%
-187.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.4% | -2.3% | -7.6% |
| 7D | +11.3% | +3.3% | +8.1% | +10.9% |
| 30D | +3.5% | -10.4% | +13.9% | +4.5% |
| 3M | -26.6% | +1.8% | -28.4% | -27.9% |
| 6M | +18.1% | +40.7% | -22.6% | +5.5% |
| YTD | +14.5% | +90.9% | -76.4% | -2.5% |
| 1Y | +83.3% | +151.8% | -68.5% | +49.9% |
| All | +320.4% | +508.0% | -187.6% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling