+6.5%
CAT vs SIMO
+92.3%
-85.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +9.3% | +14.9% | -5.5% | +6.4% |
| 30D | -21.5% | -27.0% | +5.5% | -17.5% |
| 3M | -29.1% | -25.4% | -3.7% | -26.1% |
| 6M | -33.4% | -30.3% | -3.1% | -29.7% |
| YTD | +6.6% | +95.8% | -89.2% | -0.7% |
| 1Y | +6.5% | +100.0% | -93.5% | -1.7% |
| All | +6.5% | +92.3% | -85.7% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling