+471.5%
CF vs SIMO
+394.4%
+77.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.7% |
| 7D | +4.8% | +4.1% | +0.7% | +4.3% |
| 30D | +4.7% | -24.0% | +28.7% | +6.8% |
| 3M | +7.4% | -31.8% | +39.2% | +10.0% |
| 6M | +0.6% | -36.9% | +37.5% | +2.2% |
| YTD | +64.1% | +84.8% | -20.7% | +38.4% |
| 1Y | +51.4% | +99.0% | -47.6% | +25.8% |
| 3Y | +67.8% | +217.9% | -150.1% | +23.3% |
| 5Y | +114.1% | +171.5% | -57.3% | +53.2% |
| All | +471.5% | +394.4% | +77.1% | +207.9% |
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