-27.8%
CIFR vs ADBE
-51.8%
+24.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +28.8% | -3.2% | +32.0% | +29.9% |
| 30D | -36.9% | +1.0% | -37.9% | -37.7% |
| 3M | -60.0% | -7.8% | -52.2% | -59.8% |
| 6M | -64.4% | -1.0% | -63.4% | -67.0% |
| YTD | -51.6% | -31.8% | -19.7% | -46.6% |
| 1Y | -58.9% | -29.2% | -29.6% | -55.9% |
| 3Y | +139.9% | -60.1% | +200.0% | +242.6% |
| 5Y | -15.1% | -63.7% | +48.6% | +10.1% |
| All | -27.8% | -51.8% | +24.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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