+148.3%
CIFR vs UNP
+53.9%
+94.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +28.8% | +2.1% | +26.7% | +27.4% |
| 30D | -36.9% | +7.7% | -44.7% | -39.7% |
| 3M | -60.0% | +4.0% | -64.0% | -61.1% |
| 6M | -64.4% | +15.7% | -80.0% | -68.5% |
| YTD | -51.6% | +33.5% | -85.1% | -62.5% |
| 1Y | -58.9% | +38.9% | -97.8% | -69.5% |
| All | +148.3% | +53.9% | +94.3% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling