+103.2%
CB vs SIMO
+154.7%
-51.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -1.7% |
| 7D | +0.2% | -22.0% | +22.2% | -0.3% |
| 30D | +9.1% | -43.0% | +52.1% | +8.0% |
| 3M | +3.4% | -39.1% | +42.6% | +2.6% |
| 6M | +14.1% | -33.3% | +47.4% | +13.1% |
| YTD | +18.0% | +77.0% | -59.0% | +14.7% |
| 1Y | +30.1% | +73.0% | -42.9% | +26.5% |
| 3Y | +71.8% | +215.7% | -143.9% | +61.2% |
| All | +103.2% | +154.7% | -51.5% | +87.8% |
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