+32.1%
CL vs SIMO
+94.5%
-62.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.9% | +2.5% |
| 7D | +7.7% | -16.9% | +24.6% | +6.4% |
| 30D | +15.2% | -35.4% | +50.6% | +12.4% |
| 3M | +7.3% | -31.9% | +39.2% | +5.4% |
| 6M | +17.0% | -19.3% | +36.3% | +15.6% |
| YTD | +28.0% | +98.5% | -70.5% | +31.9% |
| 1Y | +32.1% | +100.5% | -68.4% | +36.7% |
| All | +32.1% | +94.5% | -62.4% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling