+190.6%
CFG vs SIMO
+229.1%
-38.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.7% | +2.4% |
| 7D | +0.3% | -8.5% | +8.7% | +0.9% |
| 30D | +3.2% | -34.8% | +38.0% | +7.1% |
| 3M | -9.7% | -32.8% | +23.1% | -7.3% |
| 6M | +3.6% | -32.0% | +35.7% | +4.1% |
| YTD | +14.7% | +87.0% | -72.3% | -9.0% |
| 1Y | +29.6% | +86.1% | -56.5% | +2.7% |
| 3Y | +190.6% | +226.4% | -35.8% | +60.0% |
| All | +190.6% | +229.1% | -38.5% | +60.0% |
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 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