+401.3%
CAH vs SIMO
+297.1%
+104.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -2.7% |
| 7D | +0.5% | +14.6% | -14.1% | +0.5% |
| 30D | +1.7% | +6.2% | -4.5% | +1.8% |
| 3M | +17.9% | +3.6% | +14.3% | +17.8% |
| 6M | +10.9% | +130.8% | -119.8% | +9.1% |
| YTD | +17.9% | +195.8% | -177.9% | +14.7% |
| 1Y | +61.7% | +225.0% | -163.3% | +56.6% |
| 3Y | +183.7% | +452.3% | -268.6% | +167.7% |
| 5Y | +401.3% | +303.6% | +97.7% | +376.7% |
| All | +401.3% | +297.1% | +104.2% | +376.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling