-71.1%
CIFR vs CSX
+48.0%
-119.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.6% | -22.6% | -20.5% |
| 7D | -26.7% | +0.1% | -26.9% | -26.7% |
| 30D | -58.0% | +9.7% | -67.8% | -59.5% |
| 3M | -68.1% | +2.3% | -70.4% | -68.0% |
| 6M | -63.7% | +17.1% | -80.7% | -68.1% |
| YTD | -56.0% | +44.9% | -100.9% | -68.0% |
| 1Y | -71.1% | +47.1% | -118.2% | -79.5% |
| All | -71.1% | +48.0% | -119.1% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling