+173.3%
CFG vs SIMO
+214.6%
-41.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.3% |
| 7D | -0.9% | -22.0% | +21.1% | +1.2% |
| 30D | +1.1% | -43.0% | +44.1% | +6.2% |
| 3M | -12.0% | -39.1% | +27.1% | -8.7% |
| 6M | -2.2% | -33.3% | +31.1% | -1.8% |
| YTD | +11.4% | +77.0% | -65.6% | -11.1% |
| 1Y | +27.8% | +73.0% | -45.2% | +2.4% |
| 3Y | +173.3% | +215.7% | -42.4% | +53.9% |
| All | +173.3% | +214.6% | -41.3% | +53.9% |
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