+505.7%
CIFR vs SPYM
+77.0%
+428.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -7.1% |
| 7D | +11.3% | -0.4% | +11.7% | +13.1% |
| 30D | +3.5% | -1.4% | +4.9% | +8.6% |
| 3M | -26.6% | +3.7% | -30.4% | -34.5% |
| 6M | +18.1% | +13.0% | +5.1% | -17.8% |
| YTD | +14.5% | +12.5% | +2.0% | -17.5% |
| 1Y | +83.3% | +18.6% | +64.7% | +15.6% |
| All | +505.7% | +77.0% | +428.7% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling