+68.7%
CIFR vs UPRO
+210.8%
-142.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.8% | +17.1% | +17.0% |
| 7D | -10.2% | -8.7% | -1.5% | -1.7% |
| 30D | -55.0% | -16.9% | -38.1% | -44.3% |
| 3M | -64.1% | -15.3% | -48.8% | -56.5% |
| 6M | -70.1% | -5.7% | -64.4% | -67.8% |
| YTD | -55.7% | +12.1% | -67.7% | -59.9% |
| 1Y | -69.9% | +16.4% | -86.3% | -73.8% |
| 3Y | +68.7% | +210.5% | -141.8% | -31.7% |
| All | +68.7% | +210.8% | -142.1% | -31.7% |
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