-66.7%
CIFR vs URA
-32.0%
-34.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.4% | +13.5% | +12.2% |
| 7D | -10.2% | -4.1% | -6.1% | -3.7% |
| 30D | -55.0% | -19.0% | -36.0% | -39.5% |
| 3M | -64.1% | -25.1% | -38.9% | -47.4% |
| 6M | -70.1% | -44.5% | -25.6% | -37.5% |
| YTD | -55.7% | -24.3% | -31.3% | -41.5% |
| All | -66.7% | -32.0% | -34.7% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling