+79.2%
CIFR vs SPY
+142.5%
-63.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +3.0% |
| 7D | +16.9% | +0.1% | +16.8% | +17.0% |
| 30D | -5.2% | +0.1% | -5.2% | -5.2% |
| 3M | -30.6% | +2.0% | -32.6% | -32.5% |
| 6M | +10.6% | +13.0% | -2.4% | -12.4% |
| YTD | +20.2% | +13.5% | +6.6% | -4.7% |
| 1Y | +139.7% | +20.0% | +119.8% | +73.9% |
| 3Y | +489.4% | +77.2% | +412.2% | +144.6% |
| 5Y | +54.4% | +81.9% | -27.5% | -37.1% |
| All | +79.2% | +142.5% | -63.3% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling