-17.6%
CIFR vs UTHR
+191.6%
-209.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +28.8% | +4.9% | +24.0% | +27.7% |
| 30D | -36.9% | +9.2% | -46.1% | -37.8% |
| 3M | -60.0% | +15.9% | -75.9% | -61.1% |
| 6M | -64.4% | +2.0% | -66.3% | -64.5% |
| YTD | -51.6% | +21.8% | -73.3% | -54.0% |
| 1Y | -58.9% | +28.6% | -87.4% | -61.5% |
| 3Y | +139.9% | +166.2% | -26.3% | +101.3% |
| All | -17.6% | +191.6% | -209.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling