-71.1%
CIFR vs TXG
+406.9%
-478.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.4% | -23.4% | -21.2% |
| 7D | -26.7% | -19.3% | -7.5% | -21.2% |
| 30D | -58.0% | -30.9% | -27.1% | -53.2% |
| 3M | -68.1% | +41.1% | -109.2% | -72.3% |
| 6M | -63.7% | +211.9% | -275.5% | -75.0% |
| YTD | -56.0% | +314.0% | -369.9% | -72.4% |
| 1Y | -71.1% | +405.4% | -476.5% | -82.5% |
| All | -71.1% | +406.9% | -478.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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