+70.2%
CIFR vs VXX
-98.8%
+169.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.3% | +10.0% | +3.9% |
| 7D | -5.0% | +2.0% | -7.0% | -4.0% |
| 30D | -5.7% | -7.1% | +1.4% | -7.9% |
| 3M | -25.5% | -28.6% | +3.1% | -33.3% |
| 6M | +19.4% | -44.0% | +63.4% | +1.1% |
| YTD | +14.2% | -31.7% | +45.9% | +7.4% |
| 1Y | +69.0% | -46.3% | +115.4% | +50.7% |
| 3Y | +503.9% | -78.3% | +582.2% | +452.6% |
| 5Y | +27.7% | -95.8% | +123.5% | -6.5% |
| All | +70.2% | -98.8% | +169.0% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling