+4,751.3%
CRM vs SIMO
+3,620.3%
+1,131.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.4% |
| 7D | -5.0% | +14.5% | -19.5% | -7.8% |
| 30D | +23.6% | +20.4% | +3.2% | +17.7% |
| 3M | +39.6% | +7.1% | +32.5% | +31.2% |
| 6M | +23.4% | +129.2% | -105.8% | -6.9% |
| YTD | -7.4% | +201.9% | -209.3% | -35.4% |
| 1Y | -2.3% | +235.5% | -237.8% | -34.1% |
| 3Y | +10.5% | +463.8% | -453.3% | -36.1% |
| 5Y | -4.7% | +306.7% | -311.4% | -43.1% |
| 10Y | +234.7% | +579.5% | -344.7% | +63.9% |
| All | +4,751.3% | +3,620.3% | +1,131.0% | +844.5% |
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 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