-28.5%
CCL vs SIMO
+436.4%
-464.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +2.8% |
| 7D | +3.1% | -8.2% | +11.2% | +4.5% |
| 30D | +17.5% | -34.6% | +52.1% | +28.2% |
| 3M | +6.8% | -32.6% | +39.4% | +13.7% |
| 6M | +18.7% | -31.8% | +50.5% | +21.0% |
| YTD | +3.0% | +87.6% | -84.6% | -27.9% |
| 1Y | +17.7% | +86.7% | -69.0% | -17.8% |
| 3Y | +155.6% | +227.4% | -71.8% | +42.0% |
| 5Y | +30.2% | +173.0% | -142.8% | -26.8% |
| 10Y | -28.5% | +409.6% | -438.1% | -70.0% |
| All | -28.5% | +436.4% | -464.9% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling