+2,089.9%
CLS vs SIMO
+184.2%
+1,905.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.8% | +5.5% |
| 7D | +23.5% | +14.9% | +8.7% | +16.6% |
| 30D | -28.9% | -27.0% | -1.9% | -18.9% |
| 3M | -25.2% | -25.4% | +0.2% | -16.5% |
| 6M | -32.1% | -30.3% | -1.8% | -24.2% |
| YTD | -14.1% | +95.8% | -109.9% | -42.7% |
| 1Y | -24.1% | +100.0% | -124.1% | -49.5% |
| 3Y | +897.0% | +238.3% | +658.7% | +440.7% |
| 5Y | +2,089.9% | +187.6% | +1,902.3% | +1,033.9% |
| All | +2,089.9% | +184.2% | +1,905.7% | +1,033.9% |
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 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