-33.9%
CIFR vs CSX
+101.1%
-135.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.4% | +21.3% | +20.3% |
| 7D | -10.2% | -5.5% | -4.7% | -7.3% |
| 30D | -55.0% | +4.9% | -60.0% | -57.5% |
| 3M | -64.1% | -2.9% | -61.2% | -63.9% |
| 6M | -70.1% | +8.3% | -78.5% | -73.0% |
| YTD | -55.7% | +36.7% | -92.4% | -66.8% |
| 1Y | -69.9% | +41.5% | -111.4% | -78.0% |
| 3Y | +68.7% | +68.6% | +0.1% | +9.9% |
| 5Y | -26.2% | +48.4% | -74.7% | -49.0% |
| All | -33.9% | +101.1% | -135.0% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling