+553.0%
CL vs SIMO
+1,993.5%
-1,440.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.3% | +0.4% |
| 7D | +5.9% | -31.4% | +37.3% | +7.1% |
| 30D | +13.8% | -45.2% | +58.9% | +15.7% |
| 3M | +6.4% | -36.5% | +42.9% | +7.4% |
| 6M | +15.6% | -34.2% | +49.8% | +15.8% |
| YTD | +27.9% | +69.9% | -42.0% | +22.1% |
| 1Y | +31.4% | +60.4% | -29.0% | +25.7% |
| 3Y | +41.4% | +203.1% | -161.7% | +29.9% |
| 5Y | +42.8% | +145.4% | -102.7% | +31.1% |
| 10Y | +79.7% | +368.9% | -289.2% | +55.2% |
| All | +553.0% | +1,993.5% | -1,440.5% | +358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling