+52.1%
CIFR vs UPRO
+136.1%
-84.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.8% |
| 7D | +26.7% | +1.5% | +25.2% | +25.4% |
| 30D | +7.7% | -3.7% | +11.5% | +11.3% |
| 3M | -23.8% | +8.0% | -31.8% | -28.6% |
| 6M | +35.9% | +38.7% | -2.7% | +5.2% |
| YTD | +25.4% | +29.5% | -4.1% | +3.6% |
| 1Y | +139.8% | +46.1% | +93.7% | +83.7% |
| 3Y | +515.0% | +229.1% | +285.9% | +184.8% |
| 5Y | +52.1% | +136.0% | -83.9% | -23.9% |
| All | +52.1% | +136.1% | -84.0% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling