-94.9%
CIFU vs SPY
+16.4%
-111.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.7% | -5.1% |
| 7D | +7.6% | +2.6% | +5.0% | -11.4% |
| 30D | -63.1% | -2.0% | -61.2% | -55.5% |
| 3M | -89.5% | -2.8% | -86.8% | -85.6% |
| 6M | -95.8% | +2.1% | -98.0% | -96.1% |
| YTD | -94.5% | +11.5% | -106.0% | -97.1% |
| All | -94.9% | +16.4% | -111.3% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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