+183.3%
CAT vs SIMO
+154.7%
+28.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.1% |
| 7D | -10.3% | -22.0% | +11.7% | -6.2% |
| 30D | -31.2% | -43.0% | +11.9% | -24.1% |
| 3M | -34.7% | -39.1% | +4.5% | -29.3% |
| 6M | -39.5% | -33.3% | -6.2% | -36.0% |
| YTD | -1.7% | +77.0% | -78.6% | -14.5% |
| 1Y | -1.1% | +73.0% | -74.1% | -13.7% |
| 3Y | +143.9% | +215.7% | -71.9% | +87.0% |
| All | +183.3% | +154.7% | +28.6% | +115.4% |
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 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