+76.4%
CIFR vs GLXY
-38.3%
+114.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.2% | -0.9% |
| 7D | -0.7% | -0.5% | -0.2% | +2.0% |
| 30D | -49.6% | -28.6% | -21.0% | -33.4% |
| 3M | -60.4% | -28.1% | -32.3% | -47.3% |
| 6M | -66.9% | -52.0% | -14.9% | -41.4% |
| YTD | -53.9% | -35.1% | -18.8% | -37.0% |
| 1Y | -67.1% | -54.0% | -13.1% | -42.9% |
| All | +76.4% | -38.3% | +114.7% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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