+83.3%
CIFR vs TXT
-3.0%
+86.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -9.0% |
| 7D | +11.3% | +0.8% | +10.5% | +10.7% |
| 30D | +3.5% | -10.4% | +13.9% | +11.5% |
| 3M | -26.6% | -14.3% | -12.3% | -18.6% |
| 6M | +18.1% | -15.1% | +33.2% | +30.2% |
| YTD | +14.5% | -8.3% | +22.8% | +19.4% |
| 1Y | +83.3% | -0.7% | +84.0% | +90.7% |
| All | +83.3% | -3.0% | +86.3% | +90.7% |
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