-39.4%
CAG vs SIMO
+171.3%
-210.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.8% |
| 7D | +6.6% | -16.0% | +22.7% | +5.6% |
| 30D | +13.9% | -35.8% | +49.7% | +11.6% |
| 3M | +4.0% | -26.5% | +30.5% | +2.9% |
| 6M | +10.0% | -33.0% | +43.0% | +8.5% |
| YTD | -6.1% | +84.3% | -90.5% | -4.4% |
| 1Y | -4.3% | +82.0% | -86.3% | -2.6% |
| 3Y | -34.6% | +218.5% | -253.0% | -32.7% |
| 5Y | -39.4% | +175.0% | -214.5% | -38.7% |
| All | -39.4% | +171.3% | -210.8% | -38.7% |
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