+862.9%
CRS vs SIMO
+453.3%
+409.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.1% | +0.4% |
| 7D | +4.4% | +0.9% | +3.4% | +3.9% |
| 30D | -19.1% | -25.4% | +6.3% | -13.7% |
| 3M | -43.2% | -17.8% | -25.5% | -41.5% |
| 6M | -28.9% | -29.6% | +0.7% | -25.8% |
| YTD | -3.0% | +100.3% | -103.3% | -27.3% |
| 1Y | -5.3% | +100.4% | -105.7% | -29.2% |
| 3Y | +363.5% | +246.1% | +117.5% | +183.7% |
| 5Y | +858.2% | +189.8% | +668.4% | +470.8% |
| 10Y | +862.9% | +434.6% | +428.3% | +302.0% |
| All | +862.9% | +453.3% | +409.6% | +302.0% |
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