-71.1%
CIFR vs TXT
+9.2%
-80.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.3% | -18.7% | -19.4% |
| 7D | -26.7% | +10.6% | -37.4% | -30.4% |
| 30D | -58.0% | +14.4% | -72.4% | -60.9% |
| 3M | -68.1% | -2.7% | -65.4% | -67.0% |
| 6M | -63.7% | -4.7% | -59.0% | -62.0% |
| YTD | -56.0% | -0.5% | -55.4% | -57.6% |
| 1Y | -71.1% | +8.7% | -79.9% | -76.9% |
| All | -71.1% | +9.2% | -80.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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