-34.0%
CIFR vs UPRO
+373.7%
-407.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.2% |
| 7D | -19.6% | -2.9% | -16.7% | -18.4% |
| 30D | -51.7% | -12.4% | -39.3% | -46.1% |
| 3M | -60.0% | -11.9% | -48.2% | -55.5% |
| 6M | -68.2% | -1.7% | -66.6% | -67.2% |
| YTD | -55.8% | +18.5% | -74.3% | -59.7% |
| 1Y | -66.8% | +17.5% | -84.3% | -69.3% |
| 3Y | +119.1% | +218.4% | -99.2% | +17.8% |
| 5Y | -25.3% | +99.1% | -124.4% | -54.2% |
| All | -34.0% | +373.7% | -407.7% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling