-30.8%
CCL vs SIMO
+379.7%
-410.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.5% |
| 7D | +3.1% | -22.0% | +25.1% | +8.5% |
| 30D | +13.7% | -43.0% | +56.7% | +28.1% |
| 3M | +3.8% | -39.1% | +42.9% | +13.2% |
| 6M | +9.3% | -33.3% | +42.5% | +11.6% |
| YTD | -1.1% | +77.0% | -78.1% | -29.9% |
| 1Y | +14.6% | +73.0% | -58.5% | -18.4% |
| 3Y | +146.4% | +215.7% | -69.3% | +37.8% |
| 5Y | +21.9% | +155.6% | -133.8% | -30.4% |
| All | -30.8% | +379.7% | -410.5% | -70.6% |
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