-36.9%
CAG vs SIMO
+453.3%
-490.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.7% | -11.0% | -2.1% |
| 7D | -1.8% | +0.9% | -2.7% | -1.7% |
| 30D | +9.7% | -25.4% | +35.1% | +9.3% |
| 3M | +0.5% | -17.8% | +18.2% | +0.3% |
| 6M | +8.9% | -29.6% | +38.5% | +8.4% |
| YTD | -8.4% | +100.3% | -108.7% | -10.3% |
| 1Y | -8.3% | +100.4% | -108.7% | -10.2% |
| 3Y | -36.1% | +246.1% | -282.2% | -38.7% |
| 5Y | -40.1% | +189.8% | -229.9% | -42.8% |
| 10Y | -36.9% | +434.6% | -471.5% | -44.1% |
| All | -36.9% | +453.3% | -490.2% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling