+352.2%
CRS vs SIMO
+220.9%
+131.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | +0.2% | -16.0% | +16.2% | +3.4% |
| 30D | -22.9% | -35.8% | +12.9% | -16.7% |
| 3M | -46.8% | -26.5% | -20.4% | -44.2% |
| 6M | -30.4% | -33.0% | +2.6% | -26.7% |
| YTD | -5.4% | +84.3% | -89.7% | -24.6% |
| 1Y | -9.0% | +82.0% | -91.0% | -27.4% |
| 3Y | +352.2% | +218.5% | +133.7% | +149.2% |
| All | +352.2% | +220.9% | +131.3% | +149.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling