+322.0%
CMG vs SIMO
+605.2%
-283.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.1% | -0.9% |
| 7D | -2.1% | +11.0% | -13.1% | -3.7% |
| 30D | +10.9% | +17.9% | -7.0% | +7.6% |
| 3M | +15.8% | +3.9% | +11.9% | +12.5% |
| 6M | +6.9% | +131.0% | -124.1% | -13.3% |
| YTD | -2.2% | +209.3% | -211.5% | -26.2% |
| 1Y | -7.1% | +223.8% | -230.8% | -31.0% |
| 3Y | -7.1% | +479.2% | -486.4% | -41.1% |
| 5Y | -4.8% | +316.0% | -320.8% | -37.2% |
| All | +322.0% | +605.2% | -283.2% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling