+136.2%
CMS vs SIMO
+423.7%
-287.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -1.3% | +14.9% | -16.1% | -1.4% |
| 30D | +5.3% | -27.0% | +32.2% | +5.5% |
| 3M | -0.3% | -25.4% | +25.0% | -0.2% |
| 6M | -4.0% | -30.3% | +26.2% | -4.1% |
| YTD | +2.1% | +95.8% | -93.7% | -1.1% |
| 1Y | -4.7% | +100.0% | -104.7% | -7.9% |
| 3Y | +36.8% | +238.3% | -201.5% | +28.3% |
| 5Y | +34.9% | +187.6% | -152.7% | +25.9% |
| All | +136.2% | +423.7% | -287.5% | +104.0% |
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