+34.5%
CMS vs SIMO
+170.3%
-135.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +1.6% |
| 7D | +1.7% | +4.1% | -2.4% | +1.8% |
| 30D | +6.2% | -24.0% | +30.2% | +5.7% |
| 3M | +0.6% | -31.8% | +32.4% | +0.1% |
| 6M | -1.8% | -36.9% | +35.1% | -2.2% |
| YTD | +3.8% | +84.8% | -81.0% | +3.9% |
| 1Y | -1.8% | +99.0% | -100.8% | -1.7% |
| 3Y | +39.8% | +217.9% | -178.1% | +38.4% |
| All | +34.5% | +170.3% | -135.8% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling