+51.6%
CDE vs SIMO
+394.4%
-342.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.0% |
| 7D | -9.6% | +4.1% | -13.7% | -10.5% |
| 30D | -6.7% | -24.0% | +17.3% | -1.7% |
| 3M | -24.2% | -31.8% | +7.5% | -19.1% |
| 6M | -29.1% | -36.9% | +7.8% | -25.1% |
| YTD | -21.5% | +84.8% | -106.3% | -41.1% |
| 1Y | -7.4% | +99.0% | -106.4% | -32.0% |
| 3Y | +596.3% | +217.9% | +378.4% | +338.3% |
| 5Y | +95.7% | +171.5% | -75.7% | +21.7% |
| All | +51.6% | +394.4% | -342.8% | -30.2% |
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