-28.2%
CIFR vs SPYM
+140.9%
-169.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.3% | +7.6% | +5.8% |
| 7D | +9.4% | -0.9% | +10.3% | +13.1% |
| 30D | -45.3% | -2.4% | -42.9% | -41.2% |
| 3M | -58.7% | -1.1% | -57.6% | -56.6% |
| 6M | -64.9% | +3.3% | -68.3% | -66.1% |
| YTD | -51.8% | +12.4% | -64.2% | -60.2% |
| 1Y | -61.9% | +12.5% | -74.4% | -68.3% |
| 3Y | +138.6% | +79.1% | +59.5% | -1.2% |
| 5Y | -13.0% | +75.7% | -88.7% | -62.5% |
| All | -28.2% | +140.9% | -169.1% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling