+192.1%
CFG vs SIMO
+221.6%
-29.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.2% |
| 7D | +3.2% | +4.1% | -0.9% | +2.7% |
| 30D | +5.1% | -24.0% | +29.1% | +7.4% |
| 3M | -11.2% | -31.8% | +20.5% | -9.0% |
| 6M | +9.6% | -36.9% | +46.4% | +11.3% |
| YTD | +15.0% | +84.8% | -69.9% | -8.7% |
| 1Y | +29.9% | +99.0% | -69.1% | +0.8% |
| 3Y | +192.1% | +217.9% | -25.8% | +62.1% |
| All | +192.1% | +221.6% | -29.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling