-8.3%
CAG vs SIMO
+97.3%
-105.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.7% | -11.0% | -1.4% |
| 7D | -1.8% | +0.9% | -2.7% | -1.4% |
| 30D | +9.7% | -25.4% | +35.1% | +7.6% |
| 3M | +0.5% | -17.8% | +18.2% | -0.1% |
| 6M | +8.9% | -29.6% | +38.5% | +6.9% |
| YTD | -8.4% | +100.3% | -108.7% | -2.0% |
| 1Y | -8.3% | +100.4% | -108.7% | -1.6% |
| All | -8.3% | +97.3% | -105.7% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling