-6.5%
CF vs SIMO
-32.4%
+25.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -14.4% | +20.6% | +5.3% |
| 7D | +0.4% | -31.4% | +31.8% | -1.4% |
| 30D | +2.2% | -45.2% | +47.4% | -0.3% |
| 3M | +2.1% | -36.5% | +38.6% | +0.4% |
| 6M | -6.5% | -34.2% | +27.6% | -7.5% |
| All | -6.5% | -32.4% | +25.8% | -7.5% |
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