+70.7%
CIFR vs UNP
+57.2%
+13.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -8.1% |
| 7D | +11.3% | -1.7% | +13.1% | +12.3% |
| 30D | +3.5% | -2.1% | +5.6% | +4.5% |
| 3M | -26.6% | +5.4% | -32.1% | -29.6% |
| 6M | +18.1% | +13.4% | +4.7% | +8.1% |
| YTD | +14.5% | +25.0% | -10.5% | -1.1% |
| 1Y | +83.3% | +34.6% | +48.7% | +50.4% |
| 3Y | +461.5% | +43.6% | +417.8% | +356.5% |
| 5Y | +29.3% | +51.7% | -22.4% | +4.8% |
| All | +70.7% | +57.2% | +13.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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