+4,981.1%
CF vs SIMO
+2,368.7%
+2,612.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | -2.8% |
| 7D | -6.9% | -16.9% | +10.0% | -4.3% |
| 30D | -3.7% | -35.4% | +31.6% | +2.3% |
| 3M | -5.0% | -31.9% | +26.9% | -1.1% |
| 6M | -10.5% | -19.3% | +8.8% | -11.7% |
| YTD | +46.5% | +98.5% | -52.0% | +18.3% |
| 1Y | +34.8% | +100.5% | -65.7% | +8.4% |
| 3Y | +46.7% | +254.1% | -207.4% | +2.1% |
| 5Y | +112.0% | +187.4% | -75.4% | +46.4% |
| 10Y | +529.7% | +447.7% | +82.0% | +260.5% |
| All | +4,981.1% | +2,368.7% | +2,612.3% | +1,516.1% |
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