+139.8%
CIFR vs UPST
-59.7%
+199.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.2% | +6.2% |
| 7D | +26.7% | -1.5% | +28.2% | +27.6% |
| 30D | +7.7% | -13.2% | +21.0% | +14.6% |
| 3M | -23.8% | -13.0% | -10.8% | -19.6% |
| 6M | +35.9% | -2.9% | +38.8% | +31.2% |
| YTD | +25.4% | -38.3% | +63.7% | +54.1% |
| 1Y | +139.8% | -60.5% | +200.2% | +223.4% |
| All | +139.8% | -59.7% | +199.5% | +223.4% |
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