-16.0%
CAG vs SIMO
+234.0%
-250.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -0.8% |
| 7D | -6.6% | +14.5% | -21.1% | -5.6% |
| 30D | +2.3% | +20.4% | -18.1% | +4.0% |
| 3M | +16.3% | +7.1% | +9.2% | +17.2% |
| 6M | -16.0% | +129.2% | -145.3% | -12.8% |
| YTD | -7.7% | +201.9% | -209.6% | -1.6% |
| 1Y | -16.0% | +235.5% | -251.5% | -10.3% |
| All | -16.0% | +234.0% | -250.0% | -10.3% |
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 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