+876.7%
CME vs SIMO
+3,332.4%
-2,455.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.3% |
| 7D | -1.6% | +4.2% | -5.8% | -2.2% |
| 30D | +6.2% | +4.1% | +2.1% | +5.2% |
| 3M | +10.4% | -12.9% | +23.3% | +10.2% |
| 6M | -9.5% | +110.3% | -119.9% | -21.4% |
| YTD | +6.0% | +178.6% | -172.6% | -12.2% |
| 1Y | +9.3% | +220.0% | -210.7% | -11.8% |
| 3Y | +57.7% | +409.0% | -351.4% | +15.6% |
| 5Y | +77.7% | +277.3% | -199.6% | +31.6% |
| 10Y | +281.2% | +506.6% | -225.4% | +145.1% |
| All | +876.7% | +3,332.4% | -2,455.6% | +234.6% |
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