+213.9%
CAT vs SIMO
+170.3%
+43.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.3% |
| 7D | +7.4% | +4.1% | +3.3% | +6.6% |
| 30D | -19.7% | -24.0% | +4.3% | -15.9% |
| 3M | -29.6% | -31.8% | +2.2% | -25.3% |
| 6M | -33.2% | -36.9% | +3.7% | -28.8% |
| YTD | +5.7% | +84.8% | -79.2% | -8.9% |
| 1Y | +9.3% | +99.0% | -89.6% | -7.2% |
| 3Y | +158.3% | +217.9% | -59.6% | +97.4% |
| All | +213.9% | +170.3% | +43.6% | +138.1% |
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