+61.0%
CIFR vs SPYM
+139.7%
-78.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -4.3% |
| 7D | -8.2% | -2.0% | -6.3% | -3.8% |
| 30D | -7.4% | -1.6% | -5.7% | -3.4% |
| 3M | -24.2% | +4.7% | -28.9% | -31.2% |
| 6M | +14.2% | +12.6% | +1.6% | -9.2% |
| YTD | +8.0% | +11.8% | -3.8% | -11.4% |
| 1Y | +55.5% | +17.5% | +38.0% | +17.7% |
| 3Y | +429.6% | +77.0% | +352.6% | +121.2% |
| 5Y | +20.8% | +82.6% | -61.8% | -49.6% |
| All | +61.0% | +139.7% | -78.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling