-71.1%
CIFR vs UMC
+112.5%
-183.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.1% | -17.9% | -18.7% |
| 7D | -26.7% | -14.7% | -12.1% | -19.2% |
| 30D | -58.0% | -32.9% | -25.2% | -47.0% |
| 3M | -68.1% | -22.2% | -46.0% | -63.1% |
| 6M | -63.7% | +25.9% | -89.6% | -67.5% |
| YTD | -56.0% | +107.9% | -163.9% | -66.8% |
| 1Y | -71.1% | +115.0% | -186.2% | -79.4% |
| All | -71.1% | +112.5% | -183.6% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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