+79.2%
CIFR vs TXG
-61.6%
+140.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | +16.9% | +1.8% | +15.1% | +16.2% |
| 30D | -5.2% | +32.0% | -37.2% | -18.5% |
| 3M | -30.6% | +87.0% | -117.6% | -49.6% |
| 6M | +10.6% | +180.1% | -169.5% | -34.9% |
| YTD | +20.2% | +284.1% | -263.9% | -40.7% |
| 1Y | +139.7% | +361.7% | -222.0% | +2.9% |
| 3Y | +489.4% | +15.9% | +473.5% | +361.8% |
| 5Y | +54.4% | -66.2% | +120.6% | +36.8% |
| All | +79.2% | -61.6% | +140.8% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling