-31.2%
CIFR vs ADM
+62.4%
-93.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -0.7% | -7.8% | +7.1% | -0.1% |
| 30D | -49.6% | -12.6% | -37.1% | -49.0% |
| 3M | -60.4% | -8.2% | -52.1% | -60.4% |
| 6M | -66.9% | -8.9% | -58.0% | -66.8% |
| YTD | -53.9% | +24.0% | -77.8% | -56.0% |
| 1Y | -67.1% | +26.2% | -93.2% | -68.8% |
| 3Y | +118.3% | +7.0% | +111.3% | +101.8% |
| 5Y | -26.9% | +24.9% | -51.7% | -32.6% |
| All | -31.2% | +62.4% | -93.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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