-30.7%
CIFR vs SPXS
-94.4%
+63.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.0% |
| 7D | +4.8% | -7.5% | +12.3% | -0.9% |
| 30D | -31.0% | +5.3% | -36.3% | -25.8% |
| 3M | -58.7% | +9.7% | -68.4% | -53.4% |
| 6M | -67.7% | -4.6% | -63.2% | -65.9% |
| YTD | -53.5% | -25.8% | -27.7% | -56.8% |
| 1Y | -54.1% | -28.8% | -25.3% | -58.0% |
| 3Y | +138.2% | -80.2% | +218.4% | +41.8% |
| 5Y | -18.5% | -83.2% | +64.7% | -43.1% |
| All | -30.7% | -94.4% | +63.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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