-16.1%
CEG vs SIMO
+90.9%
-107.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -0.1% |
| 7D | +12.1% | +4.1% | +8.0% | +11.6% |
| 30D | +0.2% | -24.0% | +24.2% | +2.8% |
| 3M | +0.7% | -31.8% | +32.5% | +4.3% |
| 6M | +2.2% | -36.9% | +39.1% | +6.1% |
| YTD | -20.3% | +84.8% | -105.2% | -22.0% |
| 1Y | -16.1% | +99.0% | -115.1% | -21.6% |
| All | -16.1% | +90.9% | -107.0% | -21.6% |
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 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