+61.0%
CIFR vs UMC
+457.5%
-396.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.2% | -4.5% |
| 7D | -8.2% | +11.4% | -19.6% | -13.1% |
| 30D | -7.4% | +16.8% | -24.2% | -14.7% |
| 3M | -24.2% | +19.1% | -43.3% | -31.9% |
| 6M | +14.2% | +137.4% | -123.3% | -26.0% |
| YTD | +8.0% | +186.4% | -178.4% | -37.5% |
| 1Y | +55.5% | +229.1% | -173.6% | -14.7% |
| 3Y | +429.6% | +257.9% | +171.7% | +183.2% |
| 5Y | +20.8% | +137.5% | -116.8% | -31.7% |
| All | +61.0% | +457.5% | -396.5% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling