+70.7%
CIFR vs ADM
+101.2%
-30.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.1% | -9.1% |
| 7D | +11.3% | +1.4% | +10.0% | +11.0% |
| 30D | +3.5% | +8.2% | -4.7% | +2.0% |
| 3M | -26.6% | +8.7% | -35.3% | -27.8% |
| 6M | +18.1% | +29.1% | -11.0% | +13.0% |
| YTD | +14.5% | +53.7% | -39.2% | +6.7% |
| 1Y | +83.3% | +43.2% | +40.1% | +72.4% |
| 3Y | +461.5% | +21.4% | +440.1% | +410.3% |
| 5Y | +29.3% | +67.1% | -37.8% | +15.7% |
| All | +70.7% | +101.2% | -30.5% | +48.4% |
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