-71.1%
CIFR vs VXX
-51.0%
-20.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -9.6% | -10.3% | -27.7% |
| 7D | -26.7% | -4.1% | -22.6% | -29.5% |
| 30D | -58.0% | -0.8% | -57.2% | -57.5% |
| 3M | -68.1% | -19.8% | -48.3% | -72.6% |
| 6M | -63.7% | -40.5% | -23.2% | -73.6% |
| YTD | -56.0% | -35.5% | -20.4% | -63.6% |
| 1Y | -71.1% | -51.1% | -20.0% | -81.3% |
| All | -71.1% | -51.0% | -20.1% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling