-97.9%
CYRX vs SPY
+823.8%
-921.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +3.7% | +0.1% | +3.6% | +3.7% |
| 3M | -2.2% | +2.0% | -4.2% | -3.6% |
| 6M | +80.9% | +13.0% | +67.9% | +65.8% |
| YTD | +64.7% | +13.5% | +51.1% | +50.5% |
| 1Y | +78.6% | +20.0% | +58.7% | +57.0% |
| 3Y | +11.4% | +77.2% | -65.8% | -23.1% |
| 5Y | -75.6% | +81.9% | -157.5% | -82.7% |
| 10Y | +694.5% | +314.1% | +380.4% | +304.4% |
| All | -97.9% | +823.8% | -921.7% | -99.2% |
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