+79.2%
CIFR vs UPRO
+426.7%
-347.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.1% |
| 7D | +16.9% | +0.1% | +16.9% | +17.2% |
| 30D | -5.2% | -0.9% | -4.3% | -4.5% |
| 3M | -30.6% | +1.9% | -32.5% | -31.2% |
| 6M | +10.6% | +33.1% | -22.5% | -9.2% |
| YTD | +20.2% | +31.8% | -11.6% | +0.1% |
| 1Y | +139.7% | +48.3% | +91.4% | +87.0% |
| 3Y | +489.4% | +221.5% | +267.9% | +204.3% |
| 5Y | +54.4% | +136.7% | -82.4% | -15.5% |
| All | +79.2% | +426.7% | -347.5% | -10.0% |
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