+79.2%
CIFR vs TXT
+121.8%
-42.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +16.9% | -4.8% | +21.7% | +20.7% |
| 30D | -5.2% | -10.6% | +5.4% | +1.9% |
| 3M | -30.6% | -13.2% | -17.4% | -24.3% |
| 6M | +10.6% | -20.3% | +30.9% | +28.3% |
| YTD | +20.2% | -9.3% | +29.4% | +26.9% |
| 1Y | +139.7% | -2.7% | +142.4% | +140.8% |
| 3Y | +489.4% | +1.4% | +488.0% | +487.2% |
| 5Y | +54.4% | +9.6% | +44.8% | +44.3% |
| All | +79.2% | +121.8% | -42.6% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling