+138.1%
CMS vs SIMO
+395.4%
-257.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.3% |
| 7D | +0.5% | -16.0% | +16.5% | +0.6% |
| 30D | +7.4% | -35.8% | +43.2% | +7.8% |
| 3M | +1.9% | -26.5% | +28.3% | +2.0% |
| 6M | -2.3% | -33.0% | +30.7% | -2.3% |
| YTD | +3.0% | +84.3% | -81.4% | -0.3% |
| 1Y | -2.8% | +82.0% | -84.8% | -5.8% |
| 3Y | +37.9% | +218.5% | -180.6% | +29.4% |
| 5Y | +34.0% | +175.0% | -141.1% | +25.0% |
| 10Y | +138.1% | +407.5% | -269.4% | +104.3% |
| All | +138.1% | +395.4% | -257.3% | +104.3% |
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