-96.7%
CYPH vs SPY
+288.9%
-385.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +9.4% |
| 7D | +53.8% | +0.5% | +53.3% | +53.1% |
| 30D | +281.7% | -0.9% | +282.7% | +287.0% |
| 3M | +271.5% | +3.9% | +267.6% | +257.7% |
| 6M | +411.7% | +14.5% | +397.2% | +358.4% |
| YTD | +126.7% | +12.9% | +113.8% | +109.3% |
| 1Y | +819.6% | +19.4% | +800.2% | +700.9% |
| 3Y | +42.2% | +78.5% | -36.3% | -20.4% |
| 5Y | -83.4% | +81.8% | -165.1% | -90.7% |
| All | -96.7% | +288.9% | -385.6% | -99.4% |
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