+518.2%
CEG vs SIMO
+96.6%
+421.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +3.6% |
| 7D | -4.7% | -21.7% | +17.0% | -0.8% |
| 30D | -16.6% | -42.9% | +26.3% | -8.7% |
| 3M | -4.1% | -38.9% | +34.8% | +3.1% |
| 6M | -22.3% | -33.1% | +10.7% | -19.0% |
| YTD | -28.9% | +77.5% | -106.5% | -41.2% |
| 1Y | -28.5% | +73.6% | -102.0% | -40.5% |
| 3Y | +104.3% | +216.7% | -112.4% | +47.9% |
| All | +518.2% | +96.6% | +421.6% | +335.6% |
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