+139.7%
CIFR vs UPST
-56.5%
+196.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +3.0% |
| 7D | +16.9% | -3.5% | +20.5% | +19.2% |
| 30D | -5.2% | -7.1% | +1.9% | -2.7% |
| 3M | -30.6% | -13.1% | -17.5% | -26.2% |
| 6M | +10.6% | -1.1% | +11.7% | +6.3% |
| YTD | +20.2% | -35.9% | +56.0% | +45.1% |
| 1Y | +139.7% | -57.4% | +197.1% | +213.8% |
| All | +139.7% | -56.5% | +196.2% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling