+70.7%
CIFR vs UVXY
-100.0%
+170.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.5% | -11.2% | -8.0% |
| 7D | +11.3% | +2.3% | +9.0% | +12.2% |
| 30D | +3.5% | -15.0% | +18.5% | -0.5% |
| 3M | -26.6% | -39.8% | +13.2% | -33.9% |
| 6M | +18.1% | -60.0% | +78.1% | -0.3% |
| YTD | +14.5% | -48.8% | +63.3% | +7.2% |
| 1Y | +83.3% | -67.3% | +150.6% | +60.7% |
| 3Y | +461.5% | -94.8% | +556.3% | +396.7% |
| 5Y | +29.3% | -99.7% | +129.0% | -9.2% |
| All | +70.7% | -100.0% | +170.7% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling