+84.1%
CL vs SIMO
+453.3%
-369.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | 0.0% |
| 7D | -0.8% | +0.9% | -1.7% | -0.7% |
| 30D | +9.5% | -25.4% | +34.9% | +9.4% |
| 3M | +6.8% | -17.8% | +24.5% | +6.6% |
| 6M | +14.3% | -29.6% | +43.8% | +13.9% |
| YTD | +27.0% | +100.3% | -73.3% | +24.0% |
| 1Y | +26.3% | +100.4% | -74.1% | +23.3% |
| 3Y | +39.3% | +246.1% | -206.8% | +32.8% |
| 5Y | +41.5% | +189.8% | -148.3% | +34.4% |
| 10Y | +84.1% | +434.6% | -350.5% | +57.0% |
| All | +84.1% | +453.3% | -369.2% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling