+1,854.2%
CAT vs SIMO
+1,993.5%
-139.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.4% | +8.0% | -3.5% |
| 7D | -14.5% | -31.4% | +16.9% | -8.1% |
| 30D | -35.7% | -45.2% | +9.4% | -28.2% |
| 3M | -36.3% | -36.5% | +0.2% | -31.5% |
| 6M | -38.5% | -34.2% | -4.4% | -35.0% |
| YTD | -2.5% | +69.9% | -72.4% | -17.1% |
| 1Y | -1.9% | +60.4% | -62.3% | -15.7% |
| 3Y | +139.2% | +203.1% | -63.9% | +77.5% |
| 5Y | +192.1% | +145.4% | +46.7% | +117.0% |
| 10Y | +732.3% | +368.9% | +363.4% | +412.7% |
| All | +1,854.2% | +1,993.5% | -139.3% | +497.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling