+1,567.3%
CLS vs SIMO
+2,211.6%
-644.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.7% | +2.2% | +6.2% |
| 7D | -10.6% | -8.2% | -2.4% | -8.1% |
| 30D | -38.4% | -34.6% | -3.8% | -30.2% |
| 3M | -29.9% | -32.6% | +2.8% | -21.8% |
| 6M | -40.6% | -31.8% | -8.8% | -35.0% |
| YTD | -24.6% | +87.6% | -112.2% | -39.9% |
| 1Y | -30.8% | +86.7% | -117.5% | -44.5% |
| 3Y | +811.7% | +227.4% | +584.3% | +540.0% |
| 5Y | +1,838.4% | +173.0% | +1,665.4% | +1,256.3% |
| 10Y | +1,751.5% | +409.6% | +1,341.9% | +953.6% |
| All | +1,567.3% | +2,211.6% | -644.3% | +324.8% |
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