-71.1%
CIFR vs SIMO
+94.5%
-165.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -9.6% | -10.4% | -15.4% |
| 7D | -26.7% | -16.9% | -9.8% | -19.5% |
| 30D | -58.0% | -35.4% | -22.6% | -48.8% |
| 3M | -68.1% | -31.9% | -36.2% | -62.3% |
| 6M | -63.7% | -19.3% | -44.4% | -58.0% |
| YTD | -56.0% | +98.5% | -154.4% | -65.3% |
| 1Y | -71.1% | +100.5% | -171.6% | -77.6% |
| All | -71.1% | +94.5% | -165.6% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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