+70.7%
CIFR vs VXX
-98.8%
+169.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.4% | -8.0% |
| 7D | +11.3% | +1.6% | +9.8% | +12.2% |
| 30D | +3.5% | -9.5% | +12.9% | -0.1% |
| 3M | -26.6% | -27.3% | +0.7% | -33.6% |
| 6M | +18.1% | -43.3% | +61.4% | +0.3% |
| YTD | +14.5% | -30.9% | +45.4% | +8.1% |
| 1Y | +83.3% | -47.2% | +130.5% | +62.3% |
| 3Y | +461.5% | -78.5% | +540.0% | +412.6% |
| 5Y | +29.3% | -95.6% | +124.9% | -4.9% |
| All | +70.7% | -98.8% | +169.5% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling