+148.3%
CIFR vs SPXL
+232.1%
-83.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.7% |
| 7D | +28.8% | +9.6% | +19.3% | +16.2% |
| 30D | -36.9% | -9.8% | -27.2% | -29.0% |
| 3M | -60.0% | -9.1% | -50.9% | -55.3% |
| 6M | -64.4% | +1.1% | -65.5% | -64.6% |
| YTD | -51.6% | +22.3% | -73.9% | -60.5% |
| 1Y | -58.9% | +20.3% | -79.1% | -65.5% |
| All | +148.3% | +232.1% | -83.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 3y: compounded portfolio wealth divided by compounded SPXL 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…
3y analysis · Full analysis span regression · 6 months rolling