+470.7%
CF vs SIMO
+423.7%
+47.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.6% |
| 7D | +5.4% | +14.9% | -9.5% | +3.9% |
| 30D | +6.5% | -27.0% | +33.5% | +9.2% |
| 3M | +4.6% | -25.4% | +30.0% | +6.2% |
| 6M | -3.3% | -30.3% | +26.9% | -2.8% |
| YTD | +63.9% | +95.8% | -31.9% | +37.5% |
| 1Y | +50.4% | +100.0% | -49.6% | +25.5% |
| 3Y | +68.2% | +238.3% | -170.0% | +22.9% |
| 5Y | +113.8% | +187.6% | -73.7% | +52.2% |
| All | +470.7% | +423.7% | +47.0% | +205.9% |
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