-31.2%
CIFR vs UPRO
+379.1%
-410.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.0% | -2.9% | -1.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.7% |
| 30D | -49.6% | -11.4% | -38.2% | -44.3% |
| 3M | -60.4% | -10.9% | -49.5% | -56.3% |
| 6M | -66.9% | -0.5% | -66.3% | -66.1% |
| YTD | -53.9% | +19.9% | -73.7% | -58.3% |
| 1Y | -67.1% | +24.2% | -91.3% | -70.9% |
| 3Y | +118.3% | +236.9% | -118.7% | +13.1% |
| 5Y | -26.9% | +96.6% | -123.4% | -55.4% |
| All | -31.2% | +379.1% | -410.3% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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