+210.1%
CAT vs SIMO
+170.7%
+39.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.7% | +1.5% | +6.1% |
| 7D | -2.4% | -8.2% | +5.8% | -0.9% |
| 30D | -25.0% | -34.6% | +9.6% | -19.3% |
| 3M | -28.7% | -32.6% | +3.9% | -24.3% |
| 6M | -33.0% | -31.8% | -1.2% | -29.5% |
| YTD | +5.4% | +87.6% | -82.2% | -9.4% |
| 1Y | +7.3% | +86.7% | -79.4% | -7.8% |
| 3Y | +166.0% | +227.4% | -61.4% | +102.4% |
| 5Y | +210.1% | +173.0% | +37.1% | +133.7% |
| All | +210.1% | +170.7% | +39.4% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling