-15.6%
CIFR vs SPYM
+75.2%
-90.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.3% | +7.6% | +5.5% |
| 7D | +9.4% | -0.9% | +10.3% | +13.4% |
| 30D | -45.3% | -2.4% | -42.9% | -40.9% |
| 3M | -58.7% | -1.1% | -57.6% | -56.5% |
| 6M | -64.9% | +3.3% | -68.3% | -66.3% |
| YTD | -51.8% | +12.4% | -64.2% | -61.1% |
| 1Y | -61.9% | +12.5% | -74.4% | -69.0% |
| 3Y | +138.6% | +79.1% | +59.5% | -12.0% |
| All | -15.6% | +75.2% | -90.8% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling