+85.5%
CAG vs SIMO
+3,332.4%
-3,246.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.2% |
| 7D | -3.8% | +4.2% | -8.0% | -3.9% |
| 30D | +3.1% | +4.1% | -1.0% | +2.9% |
| 3M | +23.5% | -12.9% | +36.4% | +23.4% |
| 6M | -14.8% | +110.3% | -125.2% | -18.3% |
| YTD | -5.4% | +178.6% | -184.0% | -10.6% |
| 1Y | -11.8% | +220.0% | -231.8% | -17.2% |
| 3Y | -36.7% | +409.0% | -445.7% | -42.3% |
| 5Y | -40.3% | +277.3% | -317.6% | -45.4% |
| 10Y | -37.0% | +506.6% | -543.6% | -45.1% |
| All | +85.5% | +3,332.4% | -3,246.8% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling