-30.7%
CIFR vs UPRO
+381.1%
-411.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.1% |
| 7D | +4.8% | +7.4% | -2.6% | -0.9% |
| 30D | -31.0% | -7.9% | -23.1% | -26.1% |
| 3M | -58.7% | -12.0% | -46.7% | -53.9% |
| 6M | -67.7% | -2.0% | -65.7% | -66.6% |
| YTD | -53.5% | +20.4% | -73.9% | -58.1% |
| 1Y | -54.1% | +24.5% | -78.6% | -59.4% |
| 3Y | +138.2% | +224.4% | -86.2% | +26.4% |
| 5Y | -18.5% | +97.6% | -116.1% | -50.4% |
| All | -30.7% | +381.1% | -411.8% | -62.3% |
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