-97.1%
CYPH vs SPY
+288.1%
-385.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +1.9% |
| 7D | -6.4% | -0.8% | -5.6% | -5.4% |
| 30D | +244.2% | -1.1% | +245.3% | +250.0% |
| 3M | +234.1% | +3.9% | +230.2% | +222.1% |
| 6M | +289.2% | +13.6% | +275.6% | +252.4% |
| YTD | +95.3% | +12.7% | +82.6% | +81.0% |
| 1Y | +694.7% | +17.5% | +677.2% | +605.6% |
| 3Y | +17.4% | +76.9% | -59.5% | -33.6% |
| 5Y | -84.5% | +83.6% | -168.1% | -91.4% |
| All | -97.1% | +288.1% | -385.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling