+4,063.6%
CMG vs SIMO
+1,655.8%
+2,407.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +0.8% |
| 7D | +4.1% | +0.9% | +3.2% | +3.7% |
| 30D | +20.5% | -25.4% | +45.9% | +24.4% |
| 3M | +14.5% | -17.8% | +32.3% | +15.2% |
| 6M | +14.8% | -29.6% | +44.3% | +15.4% |
| YTD | -1.0% | +100.3% | -101.3% | -18.1% |
| 1Y | +22.9% | +100.4% | -77.5% | +1.5% |
| 3Y | -13.6% | +246.1% | -259.7% | -36.3% |
| 5Y | +0.9% | +189.8% | -188.9% | -25.4% |
| 10Y | +361.4% | +434.6% | -73.2% | +197.1% |
| All | +4,063.6% | +1,655.8% | +2,407.8% | +1,582.2% |
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