+206.6%
CFG vs SIMO
+423.7%
-217.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +1.6% | +14.9% | -13.3% | -0.9% |
| 30D | +3.3% | -27.0% | +30.3% | +7.9% |
| 3M | -11.5% | -25.4% | +13.8% | -9.1% |
| 6M | +6.2% | -30.3% | +36.5% | +7.4% |
| YTD | +14.3% | +95.8% | -81.5% | -12.6% |
| 1Y | +26.7% | +100.0% | -73.3% | -3.7% |
| 3Y | +187.8% | +238.3% | -50.5% | +84.6% |
| 5Y | +61.3% | +187.6% | -126.3% | +2.2% |
| All | +206.6% | +423.7% | -217.1% | +48.0% |
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