-33.8%
CAG vs SIMO
+548.4%
-582.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -6.6% | +14.5% | -21.1% | -6.5% |
| 30D | +2.3% | +20.4% | -18.1% | +2.5% |
| 3M | +16.3% | +7.1% | +9.2% | +16.2% |
| 6M | -16.0% | +129.2% | -145.3% | -17.0% |
| YTD | -7.7% | +201.9% | -209.6% | -9.3% |
| 1Y | -16.0% | +235.5% | -251.5% | -17.7% |
| 3Y | -37.7% | +463.8% | -501.5% | -40.2% |
| 5Y | -41.2% | +306.7% | -347.9% | -43.4% |
| 10Y | -33.8% | +579.5% | -613.2% | -40.1% |
| All | -33.8% | +548.4% | -582.2% | -40.1% |
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