+20.0%
CIFR vs UVXY
-99.7%
+119.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.2% | -10.8% | -4.0% |
| 7D | -8.2% | +11.0% | -19.3% | -4.8% |
| 30D | -7.4% | -8.8% | +1.4% | -9.4% |
| 3M | -24.2% | -41.9% | +17.7% | -34.0% |
| 6M | +14.2% | -61.2% | +75.4% | -7.6% |
| YTD | +8.0% | -46.2% | +54.2% | +1.4% |
| 1Y | +55.5% | -65.2% | +120.7% | +35.0% |
| 3Y | +429.6% | -94.6% | +524.1% | +354.3% |
| All | +20.0% | -99.7% | +119.7% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling