+87.0%
CIFR vs TXT
+123.1%
-36.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.9% |
| 7D | +26.7% | -0.2% | +26.9% | +26.9% |
| 30D | +7.7% | -11.1% | +18.8% | +16.2% |
| 3M | -23.8% | -13.0% | -10.8% | -17.1% |
| 6M | +35.9% | -16.2% | +52.1% | +52.4% |
| YTD | +25.4% | -8.7% | +34.1% | +32.0% |
| 1Y | +139.8% | -3.8% | +143.5% | +142.7% |
| 3Y | +515.0% | +5.5% | +509.4% | +500.6% |
| 5Y | +52.1% | +12.3% | +39.8% | +41.6% |
| All | +87.0% | +123.1% | -36.2% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling