+145.1%
CCL vs SIMO
+214.6%
-69.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.6% |
| 7D | +2.6% | -22.0% | +24.6% | +5.7% |
| 30D | +13.1% | -43.0% | +56.2% | +21.6% |
| 3M | +3.3% | -39.1% | +42.4% | +8.9% |
| 6M | +8.7% | -33.3% | +42.0% | +9.7% |
| YTD | -1.6% | +77.0% | -78.6% | -28.7% |
| 1Y | +14.0% | +73.0% | -59.0% | -16.9% |
| 3Y | +145.1% | +215.7% | -70.6% | +17.8% |
| All | +145.1% | +214.6% | -69.4% | +17.8% |
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