+2,880.0%
COR vs SIMO
+3,332.4%
-452.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -2.4% |
| 7D | +2.8% | +4.2% | -1.5% | +2.4% |
| 30D | +4.5% | +4.1% | +0.4% | +4.0% |
| 3M | +22.7% | -12.9% | +35.5% | +22.5% |
| 6M | -9.7% | +110.3% | -120.1% | -16.8% |
| YTD | -1.4% | +178.6% | -180.0% | -11.6% |
| 1Y | +13.9% | +220.0% | -206.1% | +0.7% |
| 3Y | +94.0% | +409.0% | -315.1% | +62.4% |
| 5Y | +184.0% | +277.3% | -93.3% | +139.4% |
| 10Y | +406.8% | +506.6% | -99.9% | +295.8% |
| All | +2,880.0% | +3,332.4% | -452.4% | +1,693.1% |
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