-34.1%
CIFR vs UPST
-21.5%
-12.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.2% | -1.3% |
| 7D | -19.6% | -4.5% | -15.1% | -19.0% |
| 30D | -51.7% | -15.3% | -36.4% | -49.2% |
| 3M | -60.0% | -32.4% | -27.6% | -54.9% |
| 6M | -68.2% | -29.5% | -38.7% | -64.9% |
| YTD | -55.8% | -53.3% | -2.4% | -44.3% |
| 1Y | -66.8% | -47.4% | -19.4% | -59.6% |
| 3Y | +119.1% | -2.2% | +121.3% | +102.5% |
| 5Y | -25.3% | -92.0% | +66.8% | -13.3% |
| All | -34.1% | -21.5% | -12.6% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling