+752.5%
CMS vs SIMO
+3,332.4%
-2,579.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -0.7% |
| 7D | +0.4% | +4.2% | -3.9% | +0.1% |
| 30D | -3.6% | +4.1% | -7.7% | -4.0% |
| 3M | -1.9% | -12.9% | +11.0% | -1.9% |
| 6M | -11.0% | +110.3% | -121.3% | -16.5% |
| YTD | +0.2% | +178.6% | -178.4% | -8.0% |
| 1Y | -1.3% | +220.0% | -221.3% | -10.5% |
| 3Y | +35.9% | +409.0% | -373.1% | +18.0% |
| 5Y | +23.1% | +277.3% | -254.2% | +7.4% |
| 10Y | +117.9% | +506.6% | -388.7% | +77.6% |
| All | +752.5% | +3,332.4% | -2,579.9% | +413.2% |
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