+49.3%
CL vs SIMO
+502.1%
-452.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -1.5% |
| 7D | -2.2% | +4.2% | -6.4% | -2.2% |
| 30D | -4.8% | +4.1% | -8.9% | -4.8% |
| 3M | +4.9% | -12.9% | +17.8% | +4.9% |
| 6M | -5.7% | +110.3% | -116.1% | -7.2% |
| YTD | +14.4% | +178.6% | -164.2% | +11.8% |
| 1Y | +8.7% | +220.0% | -211.2% | +5.8% |
| 3Y | +30.0% | +409.0% | -379.1% | +23.7% |
| 5Y | +28.4% | +277.3% | -249.0% | +22.6% |
| All | +49.3% | +502.1% | -452.8% | +29.3% |
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