-30.7%
CIFR vs URA
+257.4%
-288.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -2.8% |
| 7D | +4.8% | -1.5% | +6.4% | +6.0% |
| 30D | -31.0% | -10.4% | -20.6% | -23.4% |
| 3M | -58.7% | -29.6% | -29.1% | -44.8% |
| 6M | -67.7% | -40.3% | -27.4% | -50.5% |
| YTD | -53.5% | -25.5% | -28.0% | -37.4% |
| 1Y | -54.1% | -26.4% | -27.6% | -37.1% |
| 3Y | +138.2% | +31.4% | +106.8% | +135.5% |
| 5Y | -18.5% | +28.6% | -47.1% | -27.0% |
| All | -30.7% | +257.4% | -288.1% | -38.0% |
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