+148.3%
CIFR vs SIMO
+240.7%
-92.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.9% |
| 7D | +28.8% | +14.9% | +14.0% | +19.2% |
| 30D | -36.9% | -27.0% | -10.0% | -23.6% |
| 3M | -60.0% | -25.4% | -34.6% | -52.7% |
| 6M | -64.4% | -30.3% | -34.1% | -56.5% |
| YTD | -51.6% | +95.8% | -147.3% | -72.5% |
| 1Y | -58.9% | +100.0% | -158.9% | -77.0% |
| All | +148.3% | +240.7% | -92.4% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling