-10.5%
CF vs SIMO
-23.4%
+12.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | -4.8% |
| 7D | -6.9% | -16.9% | +10.0% | -7.6% |
| 30D | -3.7% | -35.4% | +31.6% | -5.1% |
| 3M | -5.0% | -31.9% | +26.9% | -5.9% |
| 6M | -10.5% | -19.3% | +8.8% | -10.9% |
| All | -10.5% | -23.4% | +12.9% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling