-28.2%
CIFR vs SPY
+139.9%
-168.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.3% | +7.6% | +5.8% |
| 7D | +9.4% | -0.9% | +10.3% | +13.1% |
| 30D | -45.3% | -2.4% | -43.0% | -41.3% |
| 3M | -58.7% | -1.2% | -57.5% | -56.6% |
| 6M | -64.9% | +3.3% | -68.2% | -66.1% |
| YTD | -51.8% | +12.3% | -64.1% | -60.1% |
| 1Y | -61.9% | +12.4% | -74.4% | -68.1% |
| 3Y | +138.6% | +78.8% | +59.8% | -0.2% |
| 5Y | -13.0% | +75.2% | -88.1% | -62.0% |
| All | -28.2% | +139.9% | -168.0% | -71.9% |
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