-64.1%
CIFR vs UPST
-25.2%
-38.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.1% | +18.1% |
| 7D | -10.2% | -4.9% | -5.3% | -7.7% |
| 30D | -55.0% | -8.9% | -46.2% | -53.1% |
| 3M | -64.1% | -26.3% | -37.7% | -63.3% |
| All | -64.1% | -25.2% | -38.9% | -63.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling