-65.3%
CIFR vs TXT
+4.2%
-69.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.1% |
| 7D | -0.7% | -3.5% | +2.8% | +0.9% |
| 30D | -49.6% | +15.2% | -64.8% | -53.6% |
| 3M | -60.4% | -4.5% | -55.9% | -58.6% |
| 6M | -66.9% | -6.1% | -60.8% | -65.1% |
| YTD | -53.9% | -2.0% | -51.9% | -55.5% |
| All | -65.3% | +4.2% | -69.5% | -70.5% |
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