-71.1%
CIFR vs TSCO
-28.6%
-42.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.2% | -24.2% | -18.9% |
| 7D | -26.7% | +15.7% | -42.4% | -24.3% |
| 30D | -58.0% | +16.4% | -74.4% | -56.5% |
| 3M | -68.1% | +11.2% | -79.3% | -67.0% |
| 6M | -63.7% | +14.9% | -78.6% | -62.1% |
| YTD | -56.0% | -25.4% | -30.5% | -47.4% |
| 1Y | -71.1% | -29.4% | -41.7% | -65.5% |
| All | -71.1% | -28.6% | -42.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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