+10.6%
CIFR vs SIMO
+112.6%
-102.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | -1.4% |
| 7D | +16.9% | +4.2% | +12.7% | +14.8% |
| 30D | -5.2% | +4.1% | -9.3% | -7.3% |
| 3M | -30.6% | -12.9% | -17.7% | -28.8% |
| 6M | +10.6% | +110.3% | -99.7% | -6.4% |
| All | +10.6% | +112.6% | -102.0% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling