-21.0%
CIFR vs ADP
+49.5%
-70.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.1% |
| 7D | +4.8% | +2.2% | +2.6% | +4.8% |
| 30D | -31.0% | +10.6% | -41.5% | -31.5% |
| 3M | -58.7% | +12.9% | -71.6% | -59.2% |
| 6M | -67.7% | +50.6% | -118.3% | -71.5% |
| YTD | -53.5% | +23.2% | -76.7% | -54.9% |
| 1Y | -54.1% | +25.3% | -79.3% | -56.1% |
| 3Y | +138.2% | +47.1% | +91.1% | +113.0% |
| All | -21.0% | +49.5% | -70.5% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 5y: compounded portfolio wealth divided by compounded ADP 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…
5y analysis · Full analysis span regression · 6 months rolling