-21.0%
CIFR vs SPYG
+67.3%
-88.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -2.1% |
| 7D | +4.8% | +2.3% | +2.5% | 0.0% |
| 30D | -31.0% | -6.5% | -24.5% | -18.6% |
| 3M | -58.7% | -6.8% | -51.9% | -50.0% |
| 6M | -67.7% | -3.1% | -64.6% | -63.0% |
| YTD | -53.5% | +8.0% | -61.5% | -55.9% |
| 1Y | -54.1% | +10.2% | -64.3% | -57.6% |
| 3Y | +138.2% | +91.0% | +47.2% | +1.5% |
| All | -21.0% | +67.3% | -88.2% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling