+1,165.6%
CB vs SIMO
+1,993.5%
-827.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | +0.5% |
| 7D | +2.6% | -31.4% | +34.0% | +5.6% |
| 30D | +11.2% | -45.2% | +56.4% | +16.3% |
| 3M | +5.7% | -36.5% | +42.2% | +8.5% |
| 6M | +15.9% | -34.2% | +50.1% | +16.7% |
| YTD | +20.2% | +69.9% | -49.8% | +7.9% |
| 1Y | +32.4% | +60.4% | -28.0% | +19.4% |
| 3Y | +75.5% | +203.1% | -127.6% | +44.7% |
| 5Y | +105.5% | +145.4% | -40.0% | +69.2% |
| 10Y | +258.5% | +368.9% | -110.4% | +163.3% |
| All | +1,165.6% | +1,993.5% | -827.9% | +506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling