+70.7%
CIFR vs UTHR
+331.6%
-260.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.5% | -9.0% |
| 7D | +11.3% | +3.0% | +8.3% | +10.7% |
| 30D | +3.5% | -4.3% | +7.8% | +4.2% |
| 3M | -26.6% | -8.4% | -18.3% | -25.7% |
| 6M | +18.1% | -4.2% | +22.3% | +18.1% |
| YTD | +14.5% | +4.0% | +10.5% | +12.1% |
| 1Y | +83.3% | +25.5% | +57.8% | +71.4% |
| 3Y | +461.5% | +125.1% | +336.3% | +387.2% |
| 5Y | +29.3% | +140.3% | -111.0% | +7.6% |
| All | +70.7% | +331.6% | -260.9% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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