+320.3%
CFG vs SIMO
+704.1%
-383.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.4% | +11.3% | -0.7% |
| 7D | -2.2% | -31.4% | +29.2% | +3.8% |
| 30D | +0.4% | -45.2% | +45.5% | +10.1% |
| 3M | -12.6% | -36.5% | +23.9% | -7.8% |
| 6M | +0.6% | -34.2% | +34.8% | +2.6% |
| YTD | +12.4% | +69.9% | -57.5% | -10.0% |
| 1Y | +27.7% | +60.4% | -32.7% | +3.4% |
| 3Y | +172.4% | +203.1% | -30.8% | +84.6% |
| 5Y | +64.0% | +145.4% | -81.5% | +11.5% |
| 10Y | +252.8% | +368.9% | -116.1% | +91.5% |
| All | +320.3% | +704.1% | -383.8% | +110.0% |
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 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