+79.2%
CIFR vs SPYM
+143.6%
-64.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +3.0% |
| 7D | +16.9% | +0.1% | +16.8% | +17.0% |
| 30D | -5.2% | +0.1% | -5.3% | -5.2% |
| 3M | -30.6% | +2.0% | -32.6% | -32.6% |
| 6M | +10.6% | +13.1% | -2.5% | -12.8% |
| YTD | +20.2% | +13.6% | +6.6% | -5.2% |
| 1Y | +139.7% | +20.1% | +119.7% | +72.9% |
| 3Y | +489.4% | +77.6% | +411.8% | +141.6% |
| 5Y | +54.4% | +82.5% | -28.2% | -37.9% |
| All | +79.2% | +143.6% | -64.4% | -33.9% |
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