+518.2%
CEG vs SIMO
+96.0%
+422.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +3.6% |
| 7D | -4.7% | -22.0% | +17.3% | -0.7% |
| 30D | -16.6% | -43.0% | +26.5% | -8.7% |
| 3M | -4.1% | -39.1% | +35.0% | +3.1% |
| 6M | -22.3% | -33.3% | +11.0% | -18.9% |
| YTD | -28.9% | +77.0% | -105.9% | -41.2% |
| 1Y | -28.5% | +73.0% | -101.5% | -40.5% |
| 3Y | +104.3% | +215.7% | -111.4% | +48.0% |
| All | +518.2% | +96.0% | +422.2% | +335.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling