-97.3%
CYRX vs SPY
+807.1%
-904.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | +4.1% | +2.6% | +1.5% | +2.2% |
| 30D | +19.5% | -2.0% | +21.5% | +21.7% |
| 3M | +31.5% | -2.8% | +34.2% | +34.8% |
| 6M | +50.1% | +2.1% | +48.0% | +48.3% |
| YTD | +107.2% | +11.5% | +95.7% | +92.6% |
| 1Y | +127.1% | +13.5% | +113.6% | +108.6% |
| 3Y | +76.8% | +77.7% | -0.9% | +22.0% |
| 5Y | -74.1% | +72.6% | -146.8% | -81.1% |
| 10Y | +812.4% | +308.2% | +504.2% | +371.7% |
| All | -97.3% | +807.1% | -904.4% | -99.0% |
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