+1,444.5%
CRS vs SIMO
+269.6%
+1,174.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +0.4% |
| 7D | -0.2% | +4.2% | -4.5% | -0.9% |
| 30D | -16.6% | +4.1% | -20.7% | -17.5% |
| 3M | -3.5% | -12.9% | +9.4% | -2.6% |
| 6M | +15.4% | +110.3% | -94.9% | -0.8% |
| YTD | +51.2% | +178.6% | -127.4% | +21.9% |
| 1Y | +98.3% | +220.0% | -121.7% | +54.9% |
| 3Y | +651.5% | +409.0% | +242.5% | +427.1% |
| All | +1,444.5% | +269.6% | +1,174.9% | +1,071.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling