+70.2%
CIFR vs ADSK
-18.7%
+89.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | -5.0% | -2.5% | -2.5% | -3.5% |
| 30D | -5.7% | -14.9% | +9.2% | +3.0% |
| 3M | -25.5% | +3.3% | -28.9% | -33.1% |
| 6M | +19.4% | -15.7% | +35.1% | +21.0% |
| YTD | +14.2% | -28.2% | +42.4% | +30.1% |
| 1Y | +69.0% | -34.5% | +103.6% | +110.2% |
| 3Y | +503.9% | -2.9% | +506.8% | +466.1% |
| 5Y | +27.7% | -25.3% | +53.0% | +24.2% |
| All | +70.2% | -18.7% | +89.0% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling