+29.5%
CL vs SIMO
+90.9%
-61.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +1.4% |
| 7D | +3.2% | +4.1% | -0.9% | +3.6% |
| 30D | +8.0% | -24.0% | +32.0% | +6.4% |
| 3M | +7.9% | -31.8% | +39.6% | +5.9% |
| 6M | +14.7% | -36.9% | +51.6% | +12.4% |
| YTD | +29.2% | +84.8% | -55.7% | +32.7% |
| 1Y | +29.5% | +99.0% | -69.5% | +34.8% |
| All | +29.5% | +90.9% | -61.3% | +34.8% |
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