-69.9%
CIFR vs CSX
+41.0%
-110.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.4% | +21.3% | +18.5% |
| 7D | -10.2% | -5.5% | -4.7% | -9.0% |
| 30D | -55.0% | +4.9% | -60.0% | -56.6% |
| 3M | -64.1% | -2.9% | -61.2% | -63.6% |
| 6M | -70.1% | +8.3% | -78.5% | -73.0% |
| YTD | -55.7% | +36.7% | -92.4% | -68.3% |
| 1Y | -69.9% | +41.5% | -111.4% | -79.9% |
| All | -69.9% | +41.0% | -110.9% | -79.9% |
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