-28.5%
CEG vs SIMO
+67.0%
-95.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +3.8% |
| 7D | -4.7% | -22.0% | +17.3% | -2.2% |
| 30D | -16.6% | -43.0% | +26.5% | -12.1% |
| 3M | -4.1% | -39.1% | +35.0% | +0.3% |
| 6M | -22.3% | -33.3% | +11.0% | -18.9% |
| YTD | -28.9% | +77.0% | -105.9% | -31.8% |
| 1Y | -28.5% | +73.0% | -101.5% | -30.8% |
| All | -28.5% | +67.0% | -95.4% | -30.8% |
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 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