+411.8%
CAH vs SIMO
+453.3%
-41.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.4% | -0.2% |
| 7D | +5.9% | +0.9% | +5.0% | +5.8% |
| 30D | +16.5% | -25.4% | +41.9% | +18.0% |
| 3M | +15.7% | -17.8% | +33.5% | +15.9% |
| 6M | +52.7% | -29.6% | +82.3% | +52.7% |
| YTD | +36.3% | +100.3% | -64.0% | +21.5% |
| 1Y | +36.7% | +100.4% | -63.6% | +21.8% |
| 3Y | +178.2% | +246.1% | -67.9% | +127.2% |
| 5Y | +515.8% | +189.8% | +326.0% | +397.0% |
| 10Y | +411.8% | +434.6% | -22.8% | +241.2% |
| All | +411.8% | +453.3% | -41.5% | +241.2% |
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 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