+630.6%
CYRX vs SPY
+318.9%
+311.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.7% |
| 7D | -3.7% | -2.0% | -1.7% | -1.0% |
| 30D | +2.1% | -1.7% | +3.8% | +4.5% |
| 3M | +3.4% | +4.7% | -1.4% | -3.1% |
| 6M | +93.8% | +12.5% | +81.3% | +65.7% |
| YTD | +59.1% | +11.7% | +47.3% | +37.5% |
| 1Y | +59.2% | +17.5% | +41.7% | +28.8% |
| 3Y | +19.6% | +76.6% | -57.0% | -41.3% |
| 5Y | -76.6% | +82.0% | -158.6% | -88.2% |
| All | +630.6% | +318.9% | +311.7% | +96.6% |
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