+20.0%
CIFR vs ADSK
-25.6%
+45.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.1% | -7.5% |
| 7D | -8.2% | -10.9% | +2.7% | -0.8% |
| 30D | -7.4% | -15.9% | +8.5% | +3.3% |
| 3M | -24.2% | -4.4% | -19.8% | -29.0% |
| 6M | +14.2% | -16.6% | +30.8% | +16.6% |
| YTD | +8.0% | -28.5% | +36.5% | +25.5% |
| 1Y | +55.5% | -34.6% | +90.2% | +99.8% |
| 3Y | +429.6% | -3.5% | +433.0% | +377.5% |
| All | +20.0% | -25.6% | +45.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling