+44.1%
CSGP vs SIMO
+502.1%
-458.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.7% | -11.1% | -3.0% |
| 7D | -4.1% | +4.2% | -8.3% | -4.4% |
| 30D | +2.3% | +4.1% | -1.8% | +1.6% |
| 3M | -8.2% | -12.9% | +4.7% | -8.7% |
| 6M | -35.1% | +110.3% | -145.4% | -43.6% |
| YTD | -54.0% | +178.6% | -232.6% | -62.4% |
| 1Y | -65.3% | +220.0% | -285.3% | -72.5% |
| 3Y | -62.6% | +409.0% | -471.6% | -73.3% |
| 5Y | -64.8% | +277.3% | -342.1% | -74.4% |
| All | +44.1% | +502.1% | -458.0% | -11.2% |
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 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