+79.2%
CIFR vs URA
+417.0%
-337.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.5% |
| 7D | +16.9% | +1.1% | +15.9% | +16.4% |
| 30D | -5.2% | +7.4% | -12.6% | -10.1% |
| 3M | -30.6% | -8.4% | -22.2% | -24.7% |
| 6M | +10.6% | -12.7% | +23.3% | +24.1% |
| YTD | +20.2% | +7.8% | +12.4% | +19.6% |
| 1Y | +139.7% | +19.5% | +120.3% | +125.4% |
| 3Y | +489.4% | +116.4% | +372.9% | +301.8% |
| 5Y | +54.4% | +134.3% | -79.9% | +3.4% |
| All | +79.2% | +417.0% | -337.8% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling