+118.3%
CIFR vs TXT
+11.8%
+106.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.3% |
| 7D | -0.7% | -3.5% | +2.8% | +2.3% |
| 30D | -49.6% | +15.2% | -64.8% | -56.2% |
| 3M | -60.4% | -4.5% | -55.9% | -59.2% |
| 6M | -66.9% | -6.1% | -60.8% | -65.6% |
| YTD | -53.9% | -2.0% | -51.9% | -54.8% |
| 1Y | -67.1% | +4.2% | -71.3% | -69.8% |
| 3Y | +118.3% | +14.4% | +103.9% | +130.9% |
| All | +118.3% | +11.8% | +106.4% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling