-84.9%
CYPH vs SPY
+79.8%
-164.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -9.2% |
| 7D | -3.1% | -2.0% | -1.1% | +0.3% |
| 30D | +223.5% | -1.7% | +225.2% | +234.0% |
| 3M | +234.3% | +4.7% | +229.6% | +213.8% |
| 6M | +287.3% | +12.5% | +274.8% | +244.8% |
| YTD | +89.7% | +11.7% | +77.9% | +73.5% |
| 1Y | +677.4% | +17.5% | +659.9% | +566.9% |
| 3Y | +18.9% | +76.6% | -57.6% | -42.6% |
| 5Y | -84.9% | +82.0% | -167.0% | -92.1% |
| All | -84.9% | +79.8% | -164.7% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling