+2,766.2%
CAT vs SIMO
+3,332.4%
-566.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | 0.0% |
| 7D | +1.7% | +4.2% | -2.5% | +0.8% |
| 30D | -6.6% | +4.1% | -10.6% | -7.8% |
| 3M | -13.3% | -12.9% | -0.4% | -12.2% |
| 6M | +11.6% | +110.3% | -98.7% | -7.1% |
| YTD | +42.9% | +178.6% | -135.6% | +11.5% |
| 1Y | +95.4% | +220.0% | -124.6% | +47.8% |
| 3Y | +196.6% | +409.0% | -212.4% | +101.0% |
| 5Y | +321.7% | +277.3% | +44.3% | +190.7% |
| 10Y | +1,140.8% | +506.6% | +634.2% | +631.5% |
| All | +2,766.2% | +3,332.4% | -566.1% | +704.5% |
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