-41.3%
CAG vs SIMO
+297.1%
-338.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.1% |
| 7D | -5.3% | +14.6% | -19.9% | -4.6% |
| 30D | +1.0% | +6.2% | -5.2% | +1.4% |
| 3M | +17.4% | +3.6% | +13.8% | +18.0% |
| 6M | -16.8% | +130.8% | -147.6% | -14.2% |
| YTD | -6.8% | +195.8% | -202.5% | -3.0% |
| 1Y | -15.4% | +225.0% | -240.4% | -11.6% |
| 3Y | -37.1% | +452.3% | -489.4% | -33.7% |
| 5Y | -41.3% | +303.6% | -344.9% | -39.0% |
| All | -41.3% | +297.1% | -338.4% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling