+34.0%
CDE vs SIMO
+239.1%
-205.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.1% | +0.5% |
| 7D | -3.1% | +11.0% | -14.1% | -4.1% |
| 30D | +9.5% | +17.9% | -8.4% | +7.6% |
| 3M | +25.5% | +3.9% | +21.6% | +23.6% |
| 6M | -7.9% | +131.0% | -138.9% | -19.3% |
| YTD | +15.6% | +209.3% | -193.8% | -10.7% |
| 1Y | +34.0% | +223.8% | -189.7% | 0.0% |
| All | +34.0% | +239.1% | -205.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling