+79.2%
CIFR vs ADBE
-46.2%
+125.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.9% | +4.3% |
| 7D | +16.9% | -8.6% | +25.5% | +20.3% |
| 30D | -5.2% | +2.8% | -8.0% | -6.9% |
| 3M | -30.6% | +3.1% | -33.7% | -33.9% |
| 6M | +10.6% | -2.4% | +13.0% | +5.4% |
| YTD | +20.2% | -23.9% | +44.0% | +29.5% |
| 1Y | +139.7% | -22.6% | +162.3% | +153.0% |
| 3Y | +489.4% | -52.7% | +542.0% | +686.0% |
| 5Y | +54.4% | -60.0% | +114.4% | +94.9% |
| All | +79.2% | -46.2% | +125.4% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling