+134.5%
CCL vs SIMO
+240.7%
-106.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.0% |
| 7D | -0.3% | +14.9% | -15.2% | -2.3% |
| 30D | +10.3% | -27.0% | +37.3% | +14.4% |
| 3M | +6.6% | -25.4% | +32.0% | +9.0% |
| 6M | +20.0% | -30.3% | +50.3% | +20.9% |
| YTD | -1.9% | +95.8% | -97.7% | -29.9% |
| 1Y | +10.4% | +100.0% | -89.6% | -22.0% |
| All | +134.5% | +240.7% | -106.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling