+63.4%
CFG vs SIMO
+195.0%
-131.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -0.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | +3.1% | -25.4% | +28.5% | +6.0% |
| 3M | -9.7% | -17.8% | +8.0% | -9.2% |
| 6M | +6.7% | -29.6% | +36.3% | +7.4% |
| YTD | +15.2% | +100.3% | -85.1% | -7.0% |
| 1Y | +28.8% | +100.4% | -71.6% | +3.8% |
| 3Y | +190.1% | +246.1% | -56.0% | +101.0% |
| 5Y | +63.4% | +189.8% | -126.4% | +13.2% |
| All | +63.4% | +195.0% | -131.6% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling