+26.9%
CIFR vs VXX
-95.6%
+122.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.3% | +10.0% | +3.6% |
| 7D | -5.0% | +2.0% | -7.0% | -3.8% |
| 30D | -5.7% | -7.1% | +1.4% | -8.3% |
| 3M | -25.5% | -28.6% | +3.1% | -34.8% |
| 6M | +19.4% | -44.0% | +63.4% | -2.4% |
| YTD | +14.2% | -31.7% | +45.9% | +5.9% |
| 1Y | +69.0% | -46.3% | +115.4% | +46.7% |
| 3Y | +503.9% | -78.3% | +582.2% | +432.3% |
| All | +26.9% | -95.6% | +122.5% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling