+64.1%
CF vs SIMO
+220.8%
-156.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.6% |
| 7D | +4.8% | -16.0% | +20.8% | +4.6% |
| 30D | +9.7% | -35.8% | +45.5% | +9.4% |
| 3M | +1.2% | -26.5% | +27.7% | +1.0% |
| 6M | +7.4% | -33.0% | +40.4% | +7.1% |
| YTD | +60.5% | +84.3% | -23.8% | +55.0% |
| 1Y | +50.7% | +82.0% | -31.2% | +45.6% |
| All | +64.1% | +220.8% | -156.6% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling