+39.8%
CMS vs SIMO
+221.6%
-181.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +1.5% |
| 7D | +1.7% | +4.1% | -2.4% | +1.9% |
| 30D | +6.2% | -24.0% | +30.2% | +5.3% |
| 3M | +0.6% | -31.8% | +32.4% | -0.3% |
| 6M | -1.8% | -36.9% | +35.1% | -2.6% |
| YTD | +3.8% | +84.8% | -81.0% | +6.8% |
| 1Y | -1.8% | +99.0% | -100.8% | +1.3% |
| 3Y | +39.8% | +217.9% | -178.1% | +35.6% |
| All | +39.8% | +221.6% | -181.8% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling