+302.3%
CAH vs SIMO
+548.4%
-246.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -2.2% | +14.5% | -16.7% | -3.2% |
| 30D | +1.2% | +20.4% | -19.2% | -0.3% |
| 3M | +13.1% | +7.1% | +6.0% | +11.3% |
| 6M | +8.5% | +129.2% | -120.8% | -2.2% |
| YTD | +17.6% | +201.9% | -184.3% | +2.2% |
| 1Y | +60.7% | +235.5% | -174.9% | +37.2% |
| 3Y | +183.2% | +463.8% | -280.7% | +121.8% |
| 5Y | +402.2% | +306.7% | +95.5% | +297.7% |
| 10Y | +302.3% | +579.5% | -277.1% | +159.3% |
| All | +302.3% | +548.4% | -246.1% | +159.3% |
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