-29.5%
CIFR vs SIMO
+154.7%
-184.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.2% | +13.8% | +15.8% |
| 7D | -10.2% | -22.0% | +11.8% | +3.1% |
| 30D | -55.0% | -43.0% | -12.0% | -40.1% |
| 3M | -64.1% | -39.1% | -24.9% | -54.1% |
| 6M | -70.1% | -33.3% | -36.8% | -63.3% |
| YTD | -55.7% | +77.0% | -132.6% | -68.4% |
| 1Y | -69.9% | +73.0% | -142.9% | -78.1% |
| 3Y | +68.7% | +215.7% | -147.0% | -6.3% |
| All | -29.5% | +154.7% | -184.1% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling