+2,757.7%
CLS vs SIMO
+514.4%
+2,243.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -2.3% |
| 7D | +4.6% | +4.2% | +0.3% | +2.7% |
| 30D | -13.9% | +4.1% | -18.0% | -16.5% |
| 3M | -26.6% | -12.9% | -13.7% | -25.1% |
| 6M | +15.4% | +110.3% | -94.9% | -18.5% |
| YTD | +5.7% | +178.6% | -172.9% | -34.1% |
| 1Y | +41.1% | +220.0% | -178.9% | -16.2% |
| 3Y | +1,228.6% | +409.0% | +819.6% | +585.2% |
| 5Y | +3,240.6% | +277.3% | +2,963.3% | +1,661.9% |
| All | +2,757.7% | +514.4% | +2,243.3% | +1,151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling