-33.9%
CIFR vs URA
+263.0%
-296.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.4% | +13.5% | +14.5% |
| 7D | -10.2% | -4.1% | -6.1% | -6.2% |
| 30D | -55.0% | -19.0% | -36.0% | -45.9% |
| 3M | -64.1% | -25.1% | -38.9% | -54.2% |
| 6M | -70.1% | -44.5% | -25.6% | -52.0% |
| YTD | -55.7% | -24.3% | -31.3% | -41.0% |
| 1Y | -69.9% | -28.1% | -41.7% | -58.1% |
| 3Y | +68.7% | +40.7% | +28.0% | +60.4% |
| 5Y | -26.2% | +35.5% | -61.7% | -34.8% |
| All | -33.9% | +263.0% | -296.9% | -41.6% |
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