-16.7%
CCL vs SIMO
+2,080.4%
-2,097.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.3% |
| 7D | +3.1% | -22.0% | +25.1% | +7.5% |
| 30D | +13.7% | -43.0% | +56.7% | +25.2% |
| 3M | +3.8% | -39.1% | +42.9% | +11.5% |
| 6M | +9.3% | -33.3% | +42.5% | +12.0% |
| YTD | -1.1% | +77.0% | -78.1% | -20.5% |
| 1Y | +14.6% | +73.0% | -58.5% | -7.6% |
| 3Y | +146.4% | +215.7% | -69.3% | +71.9% |
| 5Y | +21.9% | +155.6% | -133.8% | -13.4% |
| 10Y | -29.4% | +388.4% | -417.8% | -57.2% |
| All | -16.7% | +2,080.4% | -2,097.2% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling