+246.7%
CB vs SIMO
+453.3%
-206.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.3% | 0.0% |
| 7D | -1.0% | +0.9% | -2.0% | -1.1% |
| 30D | +7.3% | -25.4% | +32.7% | +8.3% |
| 3M | +7.0% | -17.8% | +24.8% | +7.1% |
| 6M | +16.3% | -29.6% | +45.9% | +16.2% |
| YTD | +19.7% | +100.3% | -80.6% | +8.7% |
| 1Y | +27.8% | +100.4% | -72.6% | +15.9% |
| 3Y | +72.0% | +246.1% | -174.1% | +44.4% |
| 5Y | +104.9% | +189.8% | -84.9% | +70.4% |
| 10Y | +246.7% | +434.6% | -187.9% | +145.4% |
| All | +246.7% | +453.3% | -206.6% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling