+848.2%
CLS vs SIMO
+248.6%
+599.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.7% | -0.2% | +4.1% |
| 7D | +2.8% | +0.9% | +1.8% | +2.5% |
| 30D | -30.1% | -25.4% | -4.7% | -19.0% |
| 3M | -21.7% | -17.8% | -4.0% | -15.0% |
| 6M | -36.2% | -29.6% | -6.7% | -28.4% |
| YTD | -17.8% | +100.3% | -118.1% | -58.8% |
| 1Y | -26.8% | +100.4% | -127.2% | -63.0% |
| All | +848.2% | +248.6% | +599.6% | +189.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling