+485.5%
CIFR vs UPRO
+240.0%
+245.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.5% |
| 7D | +16.9% | +0.1% | +16.9% | +17.3% |
| 30D | -5.2% | -0.9% | -4.3% | -4.3% |
| 3M | -30.6% | +1.9% | -32.5% | -32.0% |
| 6M | +10.6% | +33.1% | -22.5% | -18.1% |
| YTD | +20.2% | +31.8% | -11.6% | -9.6% |
| 1Y | +139.7% | +48.3% | +91.4% | +63.0% |
| All | +485.5% | +240.0% | +245.5% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling