+562.3%
CEG vs SIMO
+104.2%
+458.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | +1.7% | -16.0% | +17.7% | +4.7% |
| 30D | -10.2% | -35.8% | +25.6% | -3.6% |
| 3M | -0.8% | -26.5% | +25.6% | +3.6% |
| 6M | -11.5% | -33.0% | +21.5% | -7.7% |
| YTD | -23.9% | +84.3% | -108.2% | -37.4% |
| 1Y | -25.4% | +82.0% | -107.4% | -38.5% |
| 3Y | +124.2% | +218.5% | -94.3% | +61.7% |
| All | +562.3% | +104.2% | +458.1% | +363.9% |
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