+73.0%
CF vs SIMO
+418.6%
-345.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -3.2% |
| 7D | +6.0% | +4.2% | +1.8% | +6.0% |
| 30D | +14.8% | +4.1% | +10.8% | +14.8% |
| 3M | +14.1% | -12.9% | +26.9% | +14.3% |
| 6M | +28.5% | +110.3% | -81.8% | +27.1% |
| YTD | +74.9% | +178.6% | -103.6% | +68.8% |
| 1Y | +61.7% | +220.0% | -158.3% | +53.7% |
| All | +73.0% | +418.6% | -345.5% | +49.3% |
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