+79.2%
CIFR vs UTHR
+315.3%
-236.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.2% |
| 7D | +16.9% | -5.4% | +22.3% | +18.0% |
| 30D | -5.2% | -6.0% | +0.9% | -4.2% |
| 3M | -30.6% | -11.0% | -19.6% | -29.4% |
| 6M | +10.6% | -0.5% | +11.1% | +9.6% |
| YTD | +20.2% | +0.1% | +20.1% | +18.5% |
| 1Y | +139.7% | +28.2% | +111.6% | +122.7% |
| 3Y | +489.4% | +113.8% | +375.6% | +415.4% |
| 5Y | +54.4% | +131.3% | -76.9% | +29.4% |
| All | +79.2% | +315.3% | -236.1% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling