+67.2%
CAH vs SIMO
+226.2%
-159.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.2% |
| 7D | +5.4% | +4.2% | +1.2% | +5.6% |
| 30D | +3.3% | +4.1% | -0.8% | +3.8% |
| 3M | +22.8% | -12.9% | +35.7% | +22.7% |
| 6M | +11.3% | +110.3% | -99.1% | +14.7% |
| YTD | +21.1% | +178.6% | -157.4% | +25.5% |
| 1Y | +67.2% | +220.0% | -152.8% | +73.2% |
| All | +67.2% | +226.2% | -159.0% | +73.2% |
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 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