+42.8%
CL vs SIMO
+144.7%
-101.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.3% | -0.8% |
| 7D | +5.9% | -31.4% | +37.3% | +4.1% |
| 30D | +13.8% | -45.2% | +58.9% | +11.0% |
| 3M | +6.4% | -36.5% | +42.9% | +4.7% |
| 6M | +15.6% | -34.2% | +49.8% | +14.1% |
| YTD | +27.9% | +69.9% | -42.0% | +29.7% |
| 1Y | +31.4% | +60.4% | -29.0% | +33.1% |
| 3Y | +41.4% | +203.1% | -161.7% | +44.6% |
| 5Y | +42.8% | +145.4% | -102.7% | +42.6% |
| All | +42.8% | +144.7% | -101.9% | +42.6% |
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