+70.2%
CIFR vs ADBE
-49.1%
+119.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | -5.0% | -5.4% | +0.3% | -3.3% |
| 30D | -5.7% | -2.5% | -3.2% | -5.6% |
| 3M | -25.5% | +15.3% | -40.8% | -33.3% |
| 6M | +19.4% | -7.8% | +27.3% | +16.3% |
| YTD | +14.2% | -27.9% | +42.1% | +25.2% |
| 1Y | +69.0% | -28.0% | +97.1% | +84.0% |
| 3Y | +503.9% | -55.3% | +559.3% | +721.7% |
| 5Y | +27.7% | -61.7% | +89.4% | +63.9% |
| All | +70.2% | -49.1% | +119.3% | +103.8% |
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