+87.0%
CIFR vs UMC
+450.0%
-363.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.7% | +1.9% |
| 7D | +26.7% | +6.6% | +20.1% | +22.7% |
| 30D | +7.7% | +16.6% | -8.8% | -0.4% |
| 3M | -23.8% | +11.0% | -34.8% | -29.0% |
| 6M | +35.9% | +131.3% | -95.4% | -10.6% |
| YTD | +25.4% | +182.5% | -157.1% | -26.8% |
| 1Y | +139.8% | +222.3% | -82.5% | +33.0% |
| 3Y | +515.0% | +253.0% | +261.9% | +231.7% |
| 5Y | +52.1% | +141.8% | -89.7% | -13.4% |
| All | +87.0% | +450.0% | -363.0% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling