-21.0%
CIFR vs URI
+203.0%
-224.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.1% |
| 7D | +4.8% | +6.7% | -1.9% | -0.1% |
| 30D | -31.0% | +8.9% | -39.8% | -34.4% |
| 3M | -58.7% | +0.5% | -59.3% | -58.2% |
| 6M | -67.7% | +20.7% | -88.4% | -71.4% |
| YTD | -53.5% | +40.0% | -93.6% | -65.0% |
| 1Y | -54.1% | +34.4% | -88.5% | -64.2% |
| 3Y | +138.2% | +149.5% | -11.3% | +26.4% |
| All | -21.0% | +203.0% | -224.0% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling