+61.0%
CIFR vs SPYG
+144.2%
-83.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.8% | -4.1% |
| 7D | -8.2% | -1.8% | -6.4% | -4.9% |
| 30D | -7.4% | -1.9% | -5.5% | -3.2% |
| 3M | -24.2% | +5.2% | -29.3% | -29.5% |
| 6M | +14.2% | +15.6% | -1.4% | -8.1% |
| YTD | +8.0% | +12.4% | -4.4% | -7.2% |
| 1Y | +55.5% | +17.5% | +38.1% | +27.6% |
| 3Y | +429.6% | +98.1% | +331.5% | +127.5% |
| 5Y | +20.8% | +84.9% | -64.2% | -43.2% |
| All | +61.0% | +144.2% | -83.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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