-5.0%
CMG vs SIMO
+429.8%
-434.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.3% |
| 7D | -2.8% | +4.2% | -7.0% | -3.1% |
| 30D | +7.1% | +4.1% | +3.0% | +6.6% |
| 3M | +31.2% | -12.9% | +44.0% | +30.2% |
| 6M | +0.7% | +110.3% | -109.7% | -12.0% |
| YTD | -0.1% | +178.6% | -178.7% | -17.5% |
| 1Y | -10.7% | +220.0% | -230.7% | -28.6% |
| All | -5.0% | +429.8% | -434.8% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling