-34.0%
CIFR vs UPST
-15.8%
-18.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.1% | +18.3% |
| 7D | -10.2% | -4.9% | -5.3% | -9.4% |
| 30D | -55.0% | -8.9% | -46.2% | -53.9% |
| 3M | -64.1% | -26.3% | -37.7% | -60.7% |
| 6M | -70.1% | -23.7% | -46.4% | -67.8% |
| YTD | -55.7% | -49.9% | -5.7% | -45.5% |
| 1Y | -69.9% | -42.0% | -27.9% | -64.5% |
| 3Y | +68.7% | -25.3% | +94.0% | +66.3% |
| 5Y | -26.2% | -93.4% | +67.2% | -15.7% |
| All | -34.0% | -15.8% | -18.1% | -24.7% |
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