+73.4%
CL vs SIMO
+379.7%
-306.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -2.1% |
| 7D | +1.3% | -22.0% | +23.3% | +1.1% |
| 30D | +11.4% | -43.0% | +54.4% | +11.0% |
| 3M | +4.4% | -39.1% | +43.6% | +4.1% |
| 6M | +10.8% | -33.3% | +44.1% | +10.1% |
| YTD | +25.1% | +77.0% | -51.8% | +22.0% |
| 1Y | +28.0% | +73.0% | -45.0% | +24.8% |
| 3Y | +37.6% | +215.7% | -178.1% | +30.7% |
| 5Y | +39.7% | +155.6% | -115.9% | +32.4% |
| All | +73.4% | +379.7% | -306.3% | +45.9% |
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