+105.5%
CB vs SIMO
+144.7%
-39.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | -1.0% |
| 7D | +2.6% | -31.4% | +34.0% | +1.8% |
| 30D | +11.2% | -45.2% | +56.4% | +10.0% |
| 3M | +5.7% | -36.5% | +42.2% | +4.9% |
| 6M | +15.9% | -34.2% | +50.1% | +14.7% |
| YTD | +20.2% | +69.9% | -49.8% | +16.6% |
| 1Y | +32.4% | +60.4% | -28.0% | +28.7% |
| 3Y | +75.5% | +203.1% | -127.6% | +64.5% |
| 5Y | +105.5% | +145.4% | -40.0% | +85.2% |
| All | +105.5% | +144.7% | -39.2% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling