+28.0%
CIFR vs SPYG
+84.1%
-56.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -7.9% |
| 7D | +11.3% | +0.3% | +11.0% | +10.9% |
| 30D | +3.5% | -1.7% | +5.2% | +7.8% |
| 3M | -26.6% | +3.6% | -30.3% | -30.2% |
| 6M | +18.1% | +16.6% | +1.5% | -9.0% |
| YTD | +14.5% | +13.4% | +1.1% | -5.2% |
| 1Y | +83.3% | +19.6% | +63.7% | +41.6% |
| 3Y | +461.5% | +99.8% | +361.7% | +109.2% |
| All | +28.0% | +84.1% | -56.1% | -50.1% |
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