+679.2%
CRS vs SIMO
+432.2%
+247.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +0.2% |
| 7D | -0.2% | +4.2% | -4.5% | -1.0% |
| 30D | -16.6% | +4.1% | -20.7% | -17.6% |
| 3M | -3.5% | -12.9% | +9.4% | -2.4% |
| 6M | +15.4% | +110.3% | -94.9% | -4.9% |
| YTD | +51.2% | +178.6% | -127.4% | +12.4% |
| 1Y | +98.3% | +220.0% | -121.7% | +39.2% |
| All | +679.2% | +432.2% | +247.0% | +326.7% |
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