-34.0%
CIFR vs URI
+505.4%
-539.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -2.8% |
| 7D | -19.6% | -6.0% | -13.6% | -15.3% |
| 30D | -51.7% | +4.6% | -56.3% | -52.5% |
| 3M | -60.0% | -2.7% | -57.3% | -58.7% |
| 6M | -68.2% | +18.4% | -86.6% | -71.0% |
| YTD | -55.8% | +37.4% | -93.1% | -64.6% |
| 1Y | -66.8% | +30.4% | -97.1% | -72.4% |
| 3Y | +119.1% | +147.9% | -28.8% | +33.9% |
| 5Y | -25.3% | +202.1% | -227.3% | -61.0% |
| All | -34.0% | +505.4% | -539.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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