+780.1%
CMS vs SIMO
+1,993.5%
-1,213.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.4% | +14.0% | +0.3% |
| 7D | +1.7% | -31.4% | +33.1% | +3.6% |
| 30D | +8.6% | -45.2% | +53.8% | +11.8% |
| 3M | -0.5% | -36.5% | +36.0% | +1.2% |
| 6M | -4.2% | -34.2% | +30.0% | -3.5% |
| YTD | +3.4% | +69.9% | -66.5% | -3.0% |
| 1Y | +0.4% | +60.4% | -60.0% | -5.5% |
| 3Y | +38.2% | +203.1% | -164.9% | +22.7% |
| 5Y | +35.4% | +145.4% | -110.0% | +20.1% |
| 10Y | +131.7% | +368.9% | -237.2% | +89.5% |
| All | +780.1% | +1,993.5% | -1,213.4% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling