+61.0%
CIFR vs SPY
+138.6%
-77.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -4.3% |
| 7D | -8.2% | -2.0% | -6.2% | -3.8% |
| 30D | -7.4% | -1.7% | -5.7% | -3.4% |
| 3M | -24.2% | +4.7% | -28.9% | -31.1% |
| 6M | +14.2% | +12.5% | +1.7% | -8.8% |
| YTD | +8.0% | +11.7% | -3.7% | -11.0% |
| 1Y | +55.5% | +17.5% | +38.0% | +18.3% |
| 3Y | +429.6% | +76.6% | +353.0% | +123.8% |
| 5Y | +20.8% | +82.0% | -61.3% | -49.0% |
| All | +61.0% | +138.6% | -77.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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