-5.0%
CMG vs SIMO
+287.2%
-292.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.8% |
| 7D | -3.8% | +12.5% | -16.4% | -5.2% |
| 30D | +12.9% | +18.4% | -5.5% | +10.5% |
| 3M | +18.8% | +5.6% | +13.2% | +15.6% |
| 6M | +4.1% | +116.9% | -112.9% | -11.6% |
| YTD | -2.4% | +188.4% | -190.8% | -22.0% |
| 1Y | -6.7% | +221.3% | -227.9% | -27.4% |
| 3Y | -7.1% | +438.6% | -445.7% | -36.6% |
| 5Y | -5.0% | +287.9% | -292.9% | -29.1% |
| All | -5.0% | +287.2% | -292.2% | -29.1% |
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