-40.3%
CCL vs SIMO
+479.9%
-520.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -2.0% |
| 7D | -5.0% | +4.2% | -9.3% | -6.1% |
| 30D | -20.3% | +4.1% | -24.4% | -21.9% |
| 3M | -15.1% | -12.9% | -2.3% | -15.2% |
| 6M | -15.1% | +110.3% | -125.5% | -37.2% |
| YTD | -21.8% | +178.6% | -200.4% | -48.3% |
| 1Y | -24.8% | +220.0% | -244.8% | -52.9% |
| 3Y | +51.9% | +409.0% | -357.2% | -20.7% |
| 5Y | +4.0% | +277.3% | -273.3% | -42.9% |
| All | -40.3% | +479.9% | -520.1% | -75.0% |
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