-69.9%
CIFR vs UPST
-47.3%
-22.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.1% | +18.5% |
| 7D | -10.2% | -4.9% | -5.3% | -8.6% |
| 30D | -55.0% | -8.9% | -46.2% | -53.0% |
| 3M | -64.1% | -26.3% | -37.7% | -58.4% |
| 6M | -70.1% | -23.7% | -46.4% | -66.8% |
| YTD | -55.7% | -49.9% | -5.7% | -38.3% |
| 1Y | -69.9% | -42.0% | -27.9% | -63.7% |
| All | -69.9% | -47.3% | -22.5% | -63.7% |
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 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