+70.7%
CIFR vs UPRO
+410.4%
-339.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.6% |
| 7D | +11.3% | -1.3% | +12.6% | +12.7% |
| 30D | +3.5% | -5.0% | +8.5% | +7.8% |
| 3M | -26.6% | +7.5% | -34.1% | -30.5% |
| 6M | +18.1% | +33.2% | -15.1% | -3.3% |
| YTD | +14.5% | +27.7% | -13.2% | -2.3% |
| 1Y | +83.3% | +43.0% | +40.3% | +46.9% |
| 3Y | +461.5% | +224.4% | +237.0% | +190.8% |
| 5Y | +29.3% | +135.9% | -106.6% | -27.6% |
| All | +70.7% | +410.4% | -339.7% | -12.1% |
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