+593.0%
CEG vs SIMO
+104.7%
+488.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.2% |
| 7D | +12.1% | +4.1% | +8.0% | +11.3% |
| 30D | +0.2% | -24.0% | +24.2% | +4.6% |
| 3M | +0.7% | -31.8% | +32.5% | +6.5% |
| 6M | +2.2% | -36.9% | +39.1% | +7.7% |
| YTD | -20.3% | +84.8% | -105.2% | -34.6% |
| 1Y | -16.1% | +99.0% | -115.1% | -32.4% |
| 3Y | +134.7% | +217.9% | -83.3% | +69.1% |
| All | +593.0% | +104.7% | +488.3% | +384.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling