+146.9%
CIFR vs CSX
+76.9%
+69.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.6% | +7.3% | +7.5% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | -45.3% | +8.7% | -54.0% | -50.3% |
| 3M | -58.7% | +4.2% | -62.9% | -61.0% |
| 6M | -64.9% | +16.7% | -81.6% | -71.5% |
| YTD | -51.8% | +44.5% | -96.3% | -69.6% |
| 1Y | -61.9% | +50.3% | -112.2% | -77.0% |
| All | +146.9% | +76.9% | +69.9% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling