+73.3%
CSGP vs SIMO
+360.6%
-287.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.4% | +12.8% | -1.1% |
| 7D | +13.9% | -31.4% | +45.3% | +15.4% |
| 30D | +16.0% | -45.2% | +61.2% | +18.7% |
| 3M | +6.1% | -36.5% | +42.6% | +6.9% |
| 6M | -8.2% | -34.2% | +26.0% | -10.0% |
| YTD | -52.3% | +69.9% | -122.2% | -60.4% |
| 1Y | -54.5% | +60.4% | -114.9% | -61.9% |
| 3Y | -58.6% | +203.1% | -261.7% | -69.9% |
| 5Y | -61.5% | +145.4% | -206.9% | -71.9% |
| All | +73.3% | +360.6% | -287.2% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling