+55.4%
CCL vs SIMO
+418.6%
-363.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.3% |
| 7D | -5.0% | +4.2% | -9.3% | -5.7% |
| 30D | -20.3% | +4.1% | -24.4% | -21.3% |
| 3M | -15.1% | -12.9% | -2.3% | -14.9% |
| 6M | -15.1% | +110.3% | -125.5% | -33.7% |
| YTD | -21.8% | +178.6% | -200.4% | -46.2% |
| 1Y | -24.8% | +220.0% | -244.8% | -51.7% |
| All | +55.4% | +418.6% | -363.1% | -27.1% |
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