+20.8%
CYRX vs SPY
+76.5%
-55.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.4% |
| 7D | -4.1% | -0.4% | -3.7% | -3.5% |
| 30D | +2.2% | -1.4% | +3.5% | +4.6% |
| 3M | -0.3% | +3.7% | -4.0% | -6.5% |
| 6M | +87.1% | +13.0% | +74.1% | +52.8% |
| YTD | +57.7% | +12.4% | +45.3% | +30.1% |
| 1Y | +53.7% | +18.5% | +35.2% | +15.9% |
| All | +20.8% | +76.5% | -55.7% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling