-31.3%
CIFR vs UPST
-14.4%
-16.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.5% |
| 7D | -0.7% | +4.4% | -5.1% | -2.9% |
| 30D | -49.6% | -7.7% | -42.0% | -48.5% |
| 3M | -60.4% | -28.4% | -31.9% | -56.1% |
| 6M | -66.9% | -23.2% | -43.7% | -64.4% |
| YTD | -53.9% | -49.1% | -4.7% | -43.6% |
| 1Y | -67.1% | -42.4% | -24.7% | -61.2% |
| 3Y | +118.3% | +5.4% | +112.9% | +96.7% |
| 5Y | -26.9% | -92.9% | +66.1% | -17.0% |
| All | -31.3% | -14.4% | -16.9% | -22.1% |
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