+411.5%
CAH vs SIMO
+394.4%
+17.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.3% |
| 7D | +3.5% | +4.1% | -0.7% | +3.2% |
| 30D | +13.5% | -24.0% | +37.4% | +14.7% |
| 3M | +21.8% | -31.8% | +53.6% | +23.4% |
| 6M | +51.5% | -36.9% | +88.4% | +52.5% |
| YTD | +38.1% | +84.8% | -46.7% | +23.6% |
| 1Y | +37.7% | +99.0% | -61.3% | +22.2% |
| 3Y | +179.6% | +217.9% | -38.3% | +129.4% |
| 5Y | +504.9% | +171.5% | +333.5% | +389.0% |
| All | +411.5% | +394.4% | +17.1% | +241.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling