+54.3%
CDE vs SIMO
+557.5%
-503.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.3% | -2.1% |
| 7D | -6.1% | +12.5% | -18.6% | -8.7% |
| 30D | +9.5% | +18.4% | -8.9% | +4.6% |
| 3M | +32.0% | +5.6% | +26.4% | +26.2% |
| 6M | -12.8% | +116.9% | -129.7% | -33.4% |
| YTD | +14.2% | +188.4% | -174.2% | -20.9% |
| 1Y | +36.3% | +221.3% | -185.0% | -8.8% |
| 3Y | +821.4% | +438.6% | +382.8% | +426.1% |
| 5Y | +194.3% | +287.9% | -93.6% | +73.9% |
| All | +54.3% | +557.5% | -503.2% | -29.2% |
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