+69.0%
CIFR vs SPYM
+18.2%
+50.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +2.2% |
| 7D | -5.0% | -0.8% | -4.2% | -1.6% |
| 30D | -5.7% | -1.1% | -4.6% | -0.9% |
| 3M | -25.5% | +3.9% | -29.4% | -37.0% |
| 6M | +19.4% | +13.6% | +5.8% | -28.0% |
| YTD | +14.2% | +12.7% | +1.4% | -27.8% |
| 1Y | +69.0% | +17.6% | +51.4% | -12.7% |
| All | +69.0% | +18.2% | +50.8% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling