+505.7%
CIFR vs UMC
+262.0%
+243.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.0% | -12.7% | -11.2% |
| 7D | +11.3% | +13.6% | -2.3% | +2.4% |
| 30D | +3.5% | +20.8% | -17.3% | -8.8% |
| 3M | -26.6% | +16.1% | -42.8% | -36.0% |
| 6M | +18.1% | +137.3% | -119.2% | -36.1% |
| YTD | +14.5% | +193.8% | -179.3% | -49.6% |
| 1Y | +83.3% | +236.1% | -152.8% | -26.5% |
| All | +505.7% | +262.0% | +243.8% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling