-41.4%
CDE vs SIMO
+3,332.4%
-3,373.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -3.8% |
| 7D | +0.5% | +4.2% | -3.7% | -0.5% |
| 30D | +21.9% | +4.1% | +17.8% | +19.3% |
| 3M | +14.9% | -12.9% | +27.8% | +15.4% |
| 6M | -10.5% | +110.3% | -120.9% | -28.7% |
| YTD | +19.3% | +178.6% | -159.3% | -11.9% |
| 1Y | +50.8% | +220.0% | -169.2% | +7.7% |
| 3Y | +782.3% | +409.0% | +373.3% | +461.7% |
| 5Y | +191.7% | +277.3% | -85.6% | +89.8% |
| 10Y | +57.6% | +506.6% | -449.0% | -12.6% |
| All | -41.4% | +3,332.4% | -3,373.8% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling