+471.3%
CIFR vs UVXY
-94.4%
+565.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.2% | -10.8% | -3.6% |
| 7D | -8.2% | +11.0% | -19.3% | -4.1% |
| 30D | -7.4% | -8.8% | +1.4% | -9.8% |
| 3M | -24.2% | -41.9% | +17.7% | -35.8% |
| 6M | +14.2% | -61.2% | +75.4% | -11.4% |
| YTD | +8.0% | -46.2% | +54.2% | -0.3% |
| 1Y | +55.5% | -65.2% | +120.7% | +30.6% |
| All | +471.3% | -94.4% | +565.8% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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