-30.7%
CIFR vs UMC
+288.2%
-318.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.9% |
| 7D | +4.8% | +11.2% | -6.4% | -0.8% |
| 30D | -31.0% | -28.0% | -2.9% | -17.6% |
| 3M | -58.7% | -20.5% | -38.2% | -53.3% |
| 6M | -67.7% | -1.6% | -66.1% | -67.5% |
| YTD | -53.5% | +99.4% | -152.9% | -67.3% |
| 1Y | -54.1% | +120.4% | -174.5% | -69.3% |
| 3Y | +138.2% | +134.2% | +4.0% | +58.1% |
| 5Y | -18.5% | +78.8% | -97.4% | -44.3% |
| All | -30.7% | +288.2% | -318.9% | -53.8% |
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