-57.7%
CSGP vs SIMO
+252.8%
-310.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.6% | +13.6% | +2.9% |
| 7D | +18.3% | -16.9% | +35.2% | +16.2% |
| 30D | +17.8% | -35.4% | +53.2% | +14.1% |
| 3M | +9.3% | -31.9% | +41.1% | +7.0% |
| 6M | -7.9% | -19.3% | +11.4% | -10.0% |
| YTD | -51.5% | +98.5% | -150.0% | -55.9% |
| 1Y | -53.3% | +100.5% | -153.8% | -57.7% |
| All | -57.7% | +252.8% | -310.5% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling