+41.3%
CL vs SIMO
+170.7%
-129.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.7% |
| 7D | +0.5% | -8.2% | +8.7% | +0.2% |
| 30D | +11.6% | -34.6% | +46.2% | +9.8% |
| 3M | +5.6% | -32.6% | +38.2% | +4.3% |
| 6M | +13.2% | -31.8% | +45.0% | +12.0% |
| YTD | +26.9% | +87.6% | -60.7% | +29.4% |
| 1Y | +27.3% | +86.7% | -59.3% | +29.9% |
| 3Y | +39.7% | +227.4% | -187.7% | +43.7% |
| 5Y | +41.3% | +173.0% | -131.7% | +44.9% |
| All | +41.3% | +170.7% | -129.4% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling