+237.0%
CFG vs SIMO
+434.7%
-197.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.7% | +2.0% |
| 7D | +0.3% | -8.5% | +8.7% | +1.4% |
| 30D | +3.2% | -34.8% | +38.0% | +10.1% |
| 3M | -9.7% | -32.8% | +23.1% | -5.5% |
| 6M | +3.6% | -32.0% | +35.7% | +5.2% |
| YTD | +14.7% | +87.0% | -72.3% | -11.4% |
| 1Y | +29.6% | +86.1% | -56.5% | 0.0% |
| 3Y | +190.6% | +226.4% | -35.8% | +87.6% |
| 5Y | +67.1% | +172.1% | -105.1% | +7.1% |
| 10Y | +237.0% | +408.0% | -171.0% | +66.0% |
| All | +237.0% | +434.7% | -197.7% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling