+695.3%
CAT vs SIMO
+423.7%
+271.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +9.3% | +14.9% | -5.5% | +6.2% |
| 30D | -21.5% | -27.0% | +5.5% | -16.8% |
| 3M | -29.1% | -25.4% | -3.7% | -25.8% |
| 6M | -33.4% | -30.3% | -3.1% | -30.2% |
| YTD | +6.6% | +95.8% | -89.2% | -12.4% |
| 1Y | +6.5% | +100.0% | -93.5% | -12.9% |
| 3Y | +162.7% | +238.3% | -75.6% | +87.2% |
| 5Y | +214.2% | +187.6% | +26.7% | +121.3% |
| All | +695.3% | +423.7% | +271.6% | +341.4% |
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