+69.0%
CIFR vs UMC
+238.8%
-169.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.4% | +4.4% |
| 7D | -5.0% | +9.0% | -14.0% | -9.7% |
| 30D | -5.7% | +17.2% | -23.0% | -14.4% |
| 3M | -25.5% | +11.4% | -36.9% | -32.6% |
| 6M | +19.4% | +137.5% | -118.1% | -29.3% |
| YTD | +14.2% | +193.1% | -178.9% | -44.2% |
| 1Y | +69.0% | +240.3% | -171.3% | -31.6% |
| All | +69.0% | +238.8% | -169.8% | -31.6% |
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 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