-33.9%
CIFR vs URI
+478.3%
-512.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.1% | +16.8% | +17.2% |
| 7D | -10.2% | -9.8% | -0.4% | -2.9% |
| 30D | -55.0% | +1.7% | -56.8% | -55.0% |
| 3M | -64.1% | -9.1% | -55.0% | -61.2% |
| 6M | -70.1% | +9.9% | -80.0% | -71.4% |
| YTD | -55.7% | +31.2% | -86.9% | -63.4% |
| 1Y | -69.9% | +25.9% | -95.8% | -74.4% |
| 3Y | +68.7% | +147.4% | -78.7% | +4.1% |
| 5Y | -26.2% | +179.7% | -206.0% | -60.1% |
| All | -33.9% | +478.3% | -512.2% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling