+79.2%
CIFR vs SIMO
+616.2%
-537.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | -1.5% |
| 7D | +16.9% | +4.2% | +12.7% | +14.6% |
| 30D | -5.2% | +4.1% | -9.3% | -7.6% |
| 3M | -30.6% | -12.9% | -17.7% | -27.1% |
| 6M | +10.6% | +110.3% | -99.7% | -21.3% |
| YTD | +20.2% | +178.6% | -158.4% | -27.3% |
| 1Y | +139.7% | +220.0% | -80.3% | +38.4% |
| 3Y | +489.4% | +409.0% | +80.3% | +187.1% |
| 5Y | +54.4% | +277.3% | -222.9% | -22.0% |
| All | +79.2% | +616.2% | -537.0% | -11.2% |
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 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