-71.1%
CIFR vs ADSK
-10.6%
-60.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +7.0% | -27.0% | -15.5% |
| 7D | -26.7% | +11.4% | -38.2% | -20.6% |
| 30D | -58.0% | +21.9% | -79.9% | -52.2% |
| 3M | -68.1% | +13.9% | -82.0% | -64.2% |
| 6M | -63.7% | +9.1% | -72.8% | -56.7% |
| YTD | -56.0% | -8.8% | -47.2% | -45.7% |
| 1Y | -71.1% | -10.2% | -60.9% | -64.0% |
| All | -71.1% | -10.6% | -60.5% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling