+74.9%
CB vs SIMO
+221.6%
-146.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +0.8% |
| 7D | +2.9% | +4.1% | -1.2% | +3.2% |
| 30D | +7.3% | -24.0% | +31.3% | +6.2% |
| 3M | +9.4% | -31.8% | +41.2% | +8.0% |
| 6M | +19.6% | -36.9% | +56.5% | +18.1% |
| YTD | +21.5% | +84.8% | -63.3% | +21.0% |
| 1Y | +28.0% | +99.0% | -71.0% | +27.3% |
| 3Y | +74.9% | +217.9% | -143.1% | +67.9% |
| All | +74.9% | +221.6% | -146.7% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling