+662.9%
CTAS vs SIMO
+515.6%
+147.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.7% |
| 7D | 0.0% | +14.6% | -14.7% | -1.7% |
| 30D | -1.0% | +6.2% | -7.2% | -2.1% |
| 3M | +15.8% | +3.6% | +12.2% | +12.8% |
| 6M | -1.0% | +130.8% | -131.8% | -17.5% |
| YTD | +7.4% | +195.8% | -188.3% | -15.4% |
| 1Y | -0.1% | +225.0% | -225.1% | -23.4% |
| 3Y | +66.3% | +452.3% | -386.0% | +11.6% |
| 5Y | +111.0% | +303.6% | -192.6% | +44.7% |
| 10Y | +662.9% | +528.8% | +134.1% | +327.1% |
| All | +662.9% | +515.6% | +147.3% | +327.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling