+1,753.0%
CLS vs SIMO
+404.2%
+1,348.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.7% | +2.2% | +5.7% |
| 7D | -10.6% | -8.2% | -2.4% | -7.3% |
| 30D | -38.4% | -34.6% | -3.8% | -27.5% |
| 3M | -29.9% | -32.6% | +2.8% | -19.3% |
| 6M | -40.6% | -31.8% | -8.8% | -33.6% |
| YTD | -24.6% | +87.6% | -112.2% | -45.8% |
| 1Y | -30.8% | +86.7% | -117.5% | -49.8% |
| 3Y | +811.7% | +227.4% | +584.3% | +446.7% |
| 5Y | +1,838.4% | +173.0% | +1,665.4% | +1,049.5% |
| All | +1,753.0% | +404.2% | +1,348.8% | +751.5% |
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 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