+40.7%
CL vs SIMO
+202.0%
-161.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.3% | -1.2% |
| 7D | +5.9% | -31.4% | +37.3% | +3.3% |
| 30D | +13.8% | -45.2% | +58.9% | +9.7% |
| 3M | +6.4% | -36.5% | +42.9% | +3.9% |
| 6M | +15.6% | -34.2% | +49.8% | +13.5% |
| YTD | +27.9% | +69.9% | -42.0% | +33.5% |
| 1Y | +31.4% | +60.4% | -29.0% | +36.8% |
| All | +40.7% | +202.0% | -161.4% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling