+139.7%
CIFR vs UMC
+209.4%
-69.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | -0.4% |
| 7D | +16.9% | +5.0% | +12.0% | +13.5% |
| 30D | -5.2% | +7.7% | -12.9% | -9.4% |
| 3M | -30.6% | +1.7% | -32.2% | -33.3% |
| 6M | +10.6% | +113.9% | -103.3% | -29.6% |
| YTD | +20.2% | +168.9% | -148.7% | -36.4% |
| 1Y | +139.7% | +207.2% | -67.5% | +14.4% |
| All | +139.7% | +209.4% | -69.7% | +14.4% |
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