+138.2%
CIFR vs SPY
+78.1%
+60.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -2.9% |
| 7D | +4.8% | +2.6% | +2.2% | -3.4% |
| 30D | -31.0% | -2.0% | -29.0% | -25.4% |
| 3M | -58.7% | -2.8% | -55.9% | -53.6% |
| 6M | -67.7% | +2.1% | -69.8% | -68.6% |
| YTD | -53.5% | +11.5% | -65.0% | -64.5% |
| 1Y | -54.1% | +13.5% | -67.5% | -66.5% |
| 3Y | +138.2% | +77.7% | +60.5% | -27.8% |
| All | +138.2% | +78.1% | +60.1% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling