+5,967.0%
CF vs SIMO
+3,365.1%
+2,601.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 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