+71.0%
CME vs SIMO
+154.7%
-83.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.3% |
| 7D | +0.9% | -22.0% | +22.9% | +0.2% |
| 30D | +13.2% | -43.0% | +56.2% | +11.8% |
| 3M | +16.3% | -39.1% | +55.4% | +15.1% |
| 6M | +7.1% | -33.3% | +40.4% | +6.1% |
| YTD | +15.8% | +77.0% | -61.1% | +15.1% |
| 1Y | +17.1% | +73.0% | -55.9% | +16.3% |
| 3Y | +63.2% | +215.7% | -152.6% | +59.2% |
| All | +71.0% | +154.7% | -83.6% | +60.0% |
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 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