+202.9%
CDE vs SIMO
+312.7%
-109.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +1.3% |
| 7D | -2.0% | +14.5% | -16.5% | -4.6% |
| 30D | +15.7% | +20.4% | -4.7% | +11.1% |
| 3M | +30.5% | +7.1% | +23.4% | +25.5% |
| 6M | -7.4% | +129.2% | -136.6% | -27.5% |
| YTD | +17.9% | +201.9% | -184.0% | -16.0% |
| 1Y | +46.7% | +235.5% | -188.8% | +1.1% |
| 3Y | +851.3% | +463.8% | +387.5% | +469.8% |
| 5Y | +202.9% | +306.7% | -103.8% | +86.1% |
| All | +202.9% | +312.7% | -109.8% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling