+87.8%
CRS vs SIMO
+234.0%
-146.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.5% | +14.5% | -15.1% | -1.7% |
| 30D | -18.1% | +20.4% | -38.5% | -19.5% |
| 3M | -12.4% | +7.1% | -19.6% | -12.7% |
| 6M | +15.9% | +129.2% | -113.3% | +8.0% |
| YTD | +45.8% | +201.9% | -156.1% | +27.8% |
| 1Y | +87.8% | +235.5% | -147.8% | +66.6% |
| All | +87.8% | +234.0% | -146.2% | +66.6% |
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