+1,412.7%
CRS vs SIMO
+548.4%
+864.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -0.5% | +14.5% | -15.1% | -3.8% |
| 30D | -18.1% | +20.4% | -38.5% | -22.0% |
| 3M | -12.4% | +7.1% | -19.6% | -15.8% |
| 6M | +15.9% | +129.2% | -113.3% | -12.3% |
| YTD | +45.8% | +201.9% | -156.1% | +0.5% |
| 1Y | +87.8% | +235.5% | -147.8% | +24.4% |
| 3Y | +648.7% | +463.8% | +184.9% | +312.2% |
| 5Y | +1,416.6% | +306.7% | +1,109.9% | +753.5% |
| 10Y | +1,412.7% | +579.5% | +833.2% | +522.4% |
| All | +1,412.7% | +548.4% | +864.3% | +522.4% |
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 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