+121.7%
CMS vs SIMO
+379.7%
-258.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.2% |
| 7D | -1.3% | -22.0% | +20.7% | -1.1% |
| 30D | +6.3% | -43.0% | +49.4% | +6.9% |
| 3M | -2.1% | -39.1% | +37.1% | -1.7% |
| 6M | -5.1% | -33.3% | +28.2% | -5.1% |
| YTD | +1.3% | +77.0% | -75.7% | -1.9% |
| 1Y | -1.4% | +73.0% | -74.4% | -4.4% |
| 3Y | +36.9% | +215.7% | -178.8% | +28.3% |
| 5Y | +32.5% | +155.6% | -123.1% | +24.0% |
| All | +121.7% | +379.7% | -258.0% | +89.7% |
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 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