+700.3%
CAT vs SIMO
+453.3%
+247.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.7% | +1.1% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | -24.6% | -25.4% | +0.8% | -20.4% |
| 3M | -28.5% | -17.8% | -10.7% | -26.7% |
| 6M | -34.8% | -29.6% | -5.3% | -31.9% |
| YTD | +5.9% | +100.3% | -94.4% | -13.4% |
| 1Y | +6.8% | +100.4% | -93.5% | -12.7% |
| 3Y | +161.1% | +246.1% | -85.0% | +85.1% |
| 5Y | +213.4% | +189.8% | +23.6% | +120.4% |
| 10Y | +700.3% | +434.6% | +265.7% | +341.7% |
| All | +700.3% | +453.3% | +247.0% | +341.7% |
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