-21.0%
CIFR vs SIMO
+170.3%
-191.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | -1.2% |
| 7D | +4.8% | +4.1% | +0.7% | +2.8% |
| 30D | -31.0% | -24.0% | -7.0% | -19.9% |
| 3M | -58.7% | -31.8% | -27.0% | -49.8% |
| 6M | -67.7% | -36.9% | -30.8% | -59.5% |
| YTD | -53.5% | +84.8% | -138.3% | -67.6% |
| 1Y | -54.1% | +99.0% | -153.0% | -69.2% |
| 3Y | +138.2% | +217.9% | -79.7% | +30.7% |
| All | -21.0% | +170.3% | -191.3% | -57.2% |
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