+74.9%
CB vs SIMO
+202.0%
-127.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | -1.4% |
| 7D | +2.6% | -31.4% | +34.0% | +0.8% |
| 30D | +11.2% | -45.2% | +56.4% | +8.4% |
| 3M | +5.7% | -36.5% | +42.2% | +4.0% |
| 6M | +15.9% | -34.2% | +50.1% | +14.1% |
| YTD | +20.2% | +69.9% | -49.8% | +19.1% |
| 1Y | +32.4% | +60.4% | -28.0% | +31.4% |
| All | +74.9% | +202.0% | -127.2% | +66.5% |
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 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