-6.7%
CMG vs SIMO
+220.5%
-227.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.4% |
| 7D | -3.8% | +12.5% | -16.4% | -4.1% |
| 30D | +12.9% | +18.4% | -5.5% | +12.4% |
| 3M | +18.8% | +5.6% | +13.2% | +16.7% |
| 6M | +4.1% | +116.9% | -112.9% | -4.7% |
| YTD | -2.4% | +188.4% | -190.8% | -13.9% |
| 1Y | -6.7% | +221.3% | -227.9% | -18.9% |
| All | -6.7% | +220.5% | -227.1% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling