+1,298.7%
CRDO vs SIMO
+274.7%
+1,024.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.6% | -2.3% |
| 7D | -4.5% | +11.0% | -15.5% | -10.1% |
| 30D | -39.2% | +17.9% | -57.1% | -45.2% |
| 3M | -38.5% | +3.9% | -42.4% | -40.5% |
| 6M | +40.6% | +131.0% | -90.4% | -17.6% |
| YTD | +13.2% | +209.3% | -196.1% | -46.9% |
| 1Y | +2.3% | +223.8% | -221.5% | -53.1% |
| 3Y | +942.5% | +479.2% | +463.3% | +261.0% |
| All | +1,298.7% | +274.7% | +1,024.0% | +437.4% |
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