+126.7%
CIFR vs UPST
-0.8%
+127.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.2% | -0.3% |
| 7D | -19.6% | -4.5% | -15.1% | -18.9% |
| 30D | -51.7% | -15.3% | -36.4% | -48.3% |
| 3M | -60.0% | -32.4% | -27.6% | -53.0% |
| 6M | -68.2% | -29.5% | -38.7% | -63.8% |
| YTD | -55.8% | -53.3% | -2.4% | -40.0% |
| 1Y | -66.8% | -47.4% | -19.4% | -57.1% |
| All | +126.7% | -0.8% | +127.5% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling