+79.2%
CIFR vs SPXL
+435.4%
-356.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.1% |
| 7D | +16.9% | +0.1% | +16.9% | +17.2% |
| 30D | -5.2% | -0.9% | -4.3% | -4.6% |
| 3M | -30.6% | +2.0% | -32.6% | -31.2% |
| 6M | +10.6% | +33.5% | -22.9% | -9.4% |
| YTD | +20.2% | +32.2% | -12.0% | -0.2% |
| 1Y | +139.7% | +48.9% | +90.8% | +86.2% |
| 3Y | +489.4% | +222.9% | +266.5% | +202.7% |
| 5Y | +54.4% | +140.7% | -86.3% | -16.4% |
| All | +79.2% | +435.4% | -356.2% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling