+5,294.5%
CF vs SIMO
+2,013.4%
+3,281.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -14.4% | +20.6% | +8.5% |
| 7D | +0.4% | -31.4% | +31.8% | +6.0% |
| 30D | +2.2% | -45.2% | +47.4% | +11.2% |
| 3M | +2.1% | -36.5% | +38.6% | +7.0% |
| 6M | -6.5% | -34.2% | +27.6% | -5.0% |
| YTD | +55.6% | +69.9% | -14.4% | +28.4% |
| 1Y | +42.3% | +60.4% | -18.1% | +18.5% |
| 3Y | +55.7% | +203.1% | -147.4% | +10.7% |
| 5Y | +122.4% | +145.4% | -23.0% | +57.1% |
| 10Y | +568.5% | +368.9% | +199.7% | +291.1% |
| All | +5,294.5% | +2,013.4% | +3,281.1% | +1,653.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling