+35.4%
CMS vs SIMO
+144.7%
-109.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.4% | +14.0% | -0.7% |
| 7D | +1.7% | -31.4% | +33.1% | +0.9% |
| 30D | +8.6% | -45.2% | +53.8% | +7.6% |
| 3M | -0.5% | -36.5% | +36.0% | -1.1% |
| 6M | -4.2% | -34.2% | +30.0% | -4.7% |
| YTD | +3.4% | +69.9% | -66.5% | +3.4% |
| 1Y | +0.4% | +60.4% | -60.0% | +0.4% |
| 3Y | +38.2% | +203.1% | -164.9% | +36.6% |
| 5Y | +35.4% | +145.4% | -110.0% | +28.5% |
| All | +35.4% | +144.7% | -109.3% | +28.5% |
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