+68.7%
CIFR vs SIMO
+214.6%
-145.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.2% | +13.8% | +15.5% |
| 7D | -10.2% | -22.0% | +11.8% | +5.3% |
| 30D | -55.0% | -43.0% | -12.0% | -37.5% |
| 3M | -64.1% | -39.1% | -24.9% | -52.5% |
| 6M | -70.1% | -33.3% | -36.8% | -62.4% |
| YTD | -55.7% | +77.0% | -132.6% | -73.3% |
| 1Y | -69.9% | +73.0% | -142.9% | -81.3% |
| 3Y | +68.7% | +215.7% | -147.0% | -24.6% |
| All | +68.7% | +214.6% | -145.9% | -24.6% |
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 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