-33.9%
CIFR vs SIMO
+355.0%
-388.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.2% | +13.8% | +16.0% |
| 7D | -10.2% | -22.0% | +11.8% | +2.1% |
| 30D | -55.0% | -43.0% | -12.0% | -41.3% |
| 3M | -64.1% | -39.1% | -24.9% | -54.8% |
| 6M | -70.1% | -33.3% | -36.8% | -63.7% |
| YTD | -55.7% | +77.0% | -132.6% | -66.7% |
| 1Y | -69.9% | +73.0% | -142.9% | -77.0% |
| 3Y | +68.7% | +215.7% | -147.0% | +2.7% |
| 5Y | -26.2% | +155.6% | -181.8% | -53.9% |
| All | -33.9% | +355.0% | -388.8% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling