+87.0%
CIFR vs URA
+433.1%
-346.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +2.0% |
| 7D | +26.7% | +8.1% | +18.6% | +19.9% |
| 30D | +7.7% | +5.8% | +2.0% | +3.6% |
| 3M | -23.8% | +3.4% | -27.2% | -24.5% |
| 6M | +35.9% | -2.6% | +38.5% | +40.9% |
| YTD | +25.4% | +11.2% | +14.2% | +22.0% |
| 1Y | +139.8% | +19.8% | +119.9% | +124.2% |
| 3Y | +515.0% | +121.5% | +393.5% | +311.5% |
| 5Y | +52.1% | +134.5% | -82.4% | -0.3% |
| All | +87.0% | +433.1% | -346.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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