-21.0%
CIFR vs URA
+25.6%
-46.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -2.5% |
| 7D | +4.8% | -1.5% | +6.4% | +6.3% |
| 30D | -31.0% | -10.4% | -20.6% | -21.7% |
| 3M | -58.7% | -29.6% | -29.1% | -41.3% |
| 6M | -67.7% | -40.3% | -27.4% | -45.8% |
| YTD | -53.5% | -25.5% | -28.0% | -34.6% |
| 1Y | -54.1% | -26.4% | -27.6% | -34.1% |
| 3Y | +138.2% | +31.4% | +106.8% | +112.5% |
| All | -21.0% | +25.6% | -46.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling