+35.3%
CMS vs SIMO
+169.9%
-134.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.1% | +0.7% |
| 7D | -0.9% | -8.5% | +7.5% | -1.1% |
| 30D | +7.1% | -34.8% | +41.9% | +6.4% |
| 3M | -1.3% | -32.8% | +31.6% | -1.8% |
| 6M | -2.7% | -32.0% | +29.4% | -3.0% |
| YTD | +2.6% | +87.0% | -84.4% | +2.8% |
| 1Y | -2.0% | +86.1% | -88.1% | -1.9% |
| 3Y | +39.6% | +226.4% | -186.8% | +38.4% |
| 5Y | +35.3% | +172.1% | -136.8% | +31.3% |
| All | +35.3% | +169.9% | -134.6% | +31.3% |
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 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