+612.2%
CDE vs SIMO
+240.7%
+371.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.4% |
| 7D | -2.3% | +14.9% | -17.1% | -5.0% |
| 30D | -12.1% | -27.0% | +14.9% | -6.9% |
| 3M | -23.9% | -25.4% | +1.4% | -20.7% |
| 6M | -29.0% | -30.3% | +1.2% | -27.0% |
| YTD | -19.7% | +95.8% | -115.5% | -45.3% |
| 1Y | -8.4% | +100.0% | -108.4% | -38.3% |
| All | +612.2% | +240.7% | +371.6% | +235.3% |
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