-33.9%
CIFR vs ADP
+136.2%
-170.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.2% | +19.2% | +18.0% |
| 7D | -10.2% | +3.2% | -13.5% | -10.4% |
| 30D | -55.0% | +14.9% | -70.0% | -55.7% |
| 3M | -64.1% | +11.6% | -75.7% | -64.5% |
| 6M | -70.1% | +48.5% | -118.6% | -73.3% |
| YTD | -55.7% | +20.6% | -76.2% | -57.0% |
| 1Y | -69.9% | +23.7% | -93.5% | -71.3% |
| 3Y | +68.7% | +47.8% | +20.9% | +52.4% |
| 5Y | -26.2% | +47.7% | -73.9% | -35.9% |
| All | -33.9% | +136.2% | -170.1% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling