-65.3%
CSGP vs SIMO
+226.2%
-291.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.7% | -11.1% | -0.9% |
| 7D | -4.1% | +4.2% | -8.3% | -3.3% |
| 30D | +2.3% | +4.1% | -1.8% | +3.8% |
| 3M | -8.2% | -12.9% | +4.7% | -8.1% |
| 6M | -35.1% | +110.3% | -145.4% | -29.1% |
| YTD | -54.0% | +178.6% | -232.6% | -50.2% |
| 1Y | -65.3% | +220.0% | -285.3% | -63.6% |
| All | -65.3% | +226.2% | -291.5% | -63.6% |
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