+505.7%
CIFR vs TXG
+41.0%
+464.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.6% | -11.3% | -9.8% |
| 7D | +11.3% | +9.1% | +2.2% | +7.2% |
| 30D | +3.5% | +14.9% | -11.4% | -2.6% |
| 3M | -26.6% | +120.0% | -146.6% | -48.7% |
| 6M | +18.1% | +221.8% | -203.7% | -31.1% |
| YTD | +14.5% | +312.6% | -298.1% | -41.5% |
| 1Y | +83.3% | +398.4% | -315.1% | -17.6% |
| All | +505.7% | +41.0% | +464.7% | +396.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling