-29.5%
CIFR vs CSX
+47.4%
-76.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.4% | +21.3% | +20.6% |
| 7D | -10.2% | -5.5% | -4.7% | -6.9% |
| 30D | -55.0% | +4.9% | -60.0% | -57.9% |
| 3M | -64.1% | -2.9% | -61.2% | -63.9% |
| 6M | -70.1% | +8.3% | -78.5% | -73.4% |
| YTD | -55.7% | +36.7% | -92.4% | -68.5% |
| 1Y | -69.9% | +41.5% | -111.4% | -79.3% |
| 3Y | +68.7% | +68.6% | +0.1% | +0.4% |
| All | -29.5% | +47.4% | -76.8% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling