+674.0%
CAT vs SIMO
+395.4%
+278.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.0% |
| 7D | -6.3% | -16.0% | +9.7% | -2.9% |
| 30D | -26.8% | -35.8% | +9.0% | -20.4% |
| 3M | -30.0% | -26.5% | -3.6% | -26.6% |
| 6M | -34.6% | -33.0% | -1.6% | -30.8% |
| YTD | +2.9% | +84.3% | -81.4% | -14.3% |
| 1Y | +3.3% | +82.0% | -78.7% | -13.8% |
| 3Y | +153.7% | +218.5% | -64.8% | +83.2% |
| 5Y | +207.3% | +175.0% | +32.3% | +118.5% |
| 10Y | +674.0% | +407.5% | +266.5% | +335.6% |
| All | +674.0% | +395.4% | +278.6% | +335.6% |
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