+238.9%
CRM vs SIMO
+605.2%
-366.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +0.9% |
| 7D | -4.4% | +11.0% | -15.5% | -5.9% |
| 30D | +28.1% | +17.9% | +10.3% | +24.4% |
| 3M | +48.8% | +3.9% | +44.9% | +43.4% |
| 6M | +28.3% | +131.0% | -102.8% | +0.5% |
| YTD | -6.0% | +209.3% | -215.3% | -32.3% |
| 1Y | +1.4% | +223.8% | -222.3% | -28.2% |
| 3Y | +11.8% | +479.2% | -467.4% | -33.5% |
| 5Y | -2.0% | +316.0% | -318.0% | -39.7% |
| All | +238.9% | +605.2% | -366.3% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling