+1.4%
CRM vs SIMO
+239.1%
-237.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +2.7% |
| 7D | -4.4% | +11.0% | -15.5% | -3.3% |
| 30D | +28.1% | +17.9% | +10.3% | +30.6% |
| 3M | +48.8% | +3.9% | +44.9% | +50.8% |
| 6M | +28.3% | +131.0% | -102.8% | +22.9% |
| YTD | -6.0% | +209.3% | -215.3% | -15.9% |
| 1Y | +1.4% | +223.8% | -222.3% | -10.8% |
| All | +1.4% | +239.1% | -237.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling