-61.5%
CSGP vs SIMO
+144.7%
-206.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.4% | +12.8% | -2.3% |
| 7D | +13.9% | -31.4% | +45.3% | +12.1% |
| 30D | +16.0% | -45.2% | +61.2% | +14.0% |
| 3M | +6.1% | -36.5% | +42.6% | +4.6% |
| 6M | -8.2% | -34.2% | +26.0% | -10.8% |
| YTD | -52.3% | +69.9% | -122.2% | -58.1% |
| 1Y | -54.5% | +60.4% | -114.9% | -59.7% |
| 3Y | -58.6% | +203.1% | -261.7% | -67.3% |
| 5Y | -61.5% | +145.4% | -206.9% | -70.2% |
| All | -61.5% | +144.7% | -206.2% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling