+87.0%
CIFR vs SPMO
+214.3%
-127.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.5% |
| 7D | +26.7% | +3.4% | +23.3% | +19.8% |
| 30D | +7.7% | +0.5% | +7.2% | +7.9% |
| 3M | -23.8% | +1.9% | -25.7% | -24.5% |
| 6M | +35.9% | +27.8% | +8.1% | -4.7% |
| YTD | +25.4% | +26.7% | -1.3% | -9.5% |
| 1Y | +139.8% | +28.9% | +110.9% | +74.2% |
| 3Y | +515.0% | +160.7% | +354.3% | +126.5% |
| 5Y | +52.1% | +150.2% | -98.1% | -42.7% |
| All | +87.0% | +214.3% | -127.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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