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  • CF vs SIMO✓SelectedUSD · SIMOCF vs SIMO performance historyLatest closeAs of-3.24%09/04
Stock and ETF performance explorer

CF vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,967.0%
SIMO return
+3,365.1%
Excess return
+2,601.9%
Maximum drawdown
-76.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-3.2%+8.7%-11.9%-4.7%
7D+6.0%+4.2%+1.8%+5.1%
30D+14.8%+4.1%+10.8%+13.2%
3M+14.1%-12.9%+26.9%+13.8%
6M+28.5%+110.3%-81.8%+6.4%
YTD+74.9%+178.6%-103.6%+35.8%
1Y+61.7%+220.0%-158.3%+21.4%
3Y+80.3%+409.0%-328.7%+19.9%
5Y+226.0%+277.3%-51.3%+119.2%
10Y+569.9%+506.6%+63.2%+284.5%
All+5,967.0%+3,365.1%+2,601.9%+1,754.7%

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