+51.0%
CIFR vs CSX
+65.9%
-14.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.3% |
| 7D | +16.9% | -3.4% | +20.3% | +20.8% |
| 30D | -5.2% | -3.1% | -2.1% | -2.2% |
| 3M | -30.6% | +7.2% | -37.7% | -36.2% |
| 6M | +10.6% | +16.2% | -5.6% | -5.7% |
| YTD | +20.2% | +37.5% | -17.4% | -13.2% |
| 1Y | +139.7% | +53.2% | +86.5% | +56.7% |
| 3Y | +489.4% | +68.2% | +421.1% | +257.4% |
| All | +51.0% | +65.9% | -14.9% | -16.3% |
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 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