-31.9%
CEG vs SIMO
+94.5%
-126.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.6% | +2.9% | -5.6% |
| 7D | -4.8% | -16.9% | +12.1% | -2.9% |
| 30D | -8.2% | -35.4% | +27.2% | -4.4% |
| 3M | -7.9% | -31.9% | +24.0% | -4.8% |
| 6M | -23.2% | -19.3% | -3.9% | -20.9% |
| YTD | -30.1% | +98.5% | -128.6% | -34.1% |
| 1Y | -31.9% | +100.5% | -132.4% | -36.4% |
| All | -31.9% | +94.5% | -126.4% | -36.4% |
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