+25.6%
CTAS vs SIMO
+94.5%
-68.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | +1.6% |
| 7D | +7.6% | -16.9% | +24.5% | +6.3% |
| 30D | +17.2% | -35.4% | +52.6% | +14.2% |
| 3M | +12.8% | -31.9% | +44.6% | +10.7% |
| 6M | +38.0% | -19.3% | +57.3% | +36.1% |
| YTD | +22.7% | +98.5% | -75.8% | +19.9% |
| 1Y | +25.6% | +100.5% | -74.9% | +22.6% |
| All | +25.6% | +94.5% | -68.8% | +22.6% |
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