+77.7%
CIFR vs GLXY
-38.8%
+116.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | +0.1% |
| 7D | +4.8% | +5.3% | -0.5% | 0.0% |
| 30D | -31.0% | -19.8% | -11.2% | -17.4% |
| 3M | -58.7% | -31.4% | -27.4% | -43.5% |
| 6M | -67.7% | -53.3% | -14.4% | -41.8% |
| YTD | -53.5% | -35.7% | -17.8% | -36.3% |
| 1Y | -54.1% | -47.2% | -6.8% | -28.1% |
| All | +77.7% | -38.8% | +116.5% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling