+1,531.4%
CRS vs SIMO
+2,171.3%
-639.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | +0.2% | -16.0% | +16.2% | +4.4% |
| 30D | -22.9% | -35.8% | +12.9% | -14.3% |
| 3M | -46.8% | -26.5% | -20.4% | -43.6% |
| 6M | -30.4% | -33.0% | +2.6% | -26.5% |
| YTD | -5.4% | +84.3% | -89.7% | -26.7% |
| 1Y | -9.0% | +82.0% | -91.0% | -29.4% |
| 3Y | +352.2% | +218.5% | +133.7% | +194.6% |
| 5Y | +852.2% | +175.0% | +677.2% | +506.4% |
| 10Y | +862.6% | +407.5% | +455.1% | +392.8% |
| All | +1,531.4% | +2,171.3% | -639.9% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling