-60.6%
CDE vs SIMO
+2,312.3%
-2,372.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.4% |
| 7D | -2.3% | +14.9% | -17.1% | -5.1% |
| 30D | -12.1% | -27.0% | +14.9% | -6.8% |
| 3M | -23.9% | -25.4% | +1.4% | -20.7% |
| 6M | -29.0% | -30.3% | +1.2% | -26.8% |
| YTD | -19.7% | +95.8% | -115.5% | -37.0% |
| 1Y | -8.4% | +100.0% | -108.4% | -28.5% |
| 3Y | +578.5% | +238.3% | +340.2% | +364.4% |
| 5Y | +100.2% | +187.6% | -87.3% | +36.0% |
| 10Y | +56.5% | +422.5% | -366.1% | -11.4% |
| All | -60.6% | +2,312.3% | -2,372.9% | -88.5% |
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