+847.5%
CAH vs SIMO
+3,332.4%
-2,484.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.4% |
| 7D | +5.4% | +4.2% | +1.2% | +4.9% |
| 30D | +3.3% | +4.1% | -0.8% | +2.6% |
| 3M | +22.8% | -12.9% | +35.7% | +22.7% |
| 6M | +11.3% | +110.3% | -99.1% | +0.3% |
| YTD | +21.1% | +178.6% | -157.4% | +5.5% |
| 1Y | +67.2% | +220.0% | -152.8% | +43.0% |
| 3Y | +195.6% | +409.0% | -213.4% | +136.5% |
| 5Y | +413.8% | +277.3% | +136.5% | +314.1% |
| 10Y | +309.6% | +506.6% | -197.0% | +200.9% |
| All | +847.5% | +3,332.4% | -2,484.9% | +395.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling