+362.4%
CFG vs SIMO
+1,218.3%
-855.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -1.7% |
| 7D | +1.5% | +4.2% | -2.7% | +0.7% |
| 30D | -3.8% | +4.1% | -7.9% | -5.2% |
| 3M | +11.5% | -12.9% | +24.4% | +11.5% |
| 6M | +19.2% | +110.3% | -91.2% | -3.8% |
| YTD | +23.7% | +178.6% | -154.9% | -7.4% |
| 1Y | +38.8% | +220.0% | -181.1% | -0.1% |
| 3Y | +178.9% | +409.0% | -230.1% | +75.8% |
| 5Y | +101.8% | +277.3% | -175.5% | +30.2% |
| 10Y | +317.3% | +506.6% | -189.3% | +119.0% |
| All | +362.4% | +1,218.3% | -855.9% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling