+813.9%
CTAS vs SIMO
+434.7%
+379.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | -0.2% |
| 7D | -0.7% | -8.5% | +7.7% | -0.1% |
| 30D | +10.3% | -34.8% | +45.1% | +14.5% |
| 3M | +10.2% | -32.8% | +43.0% | +13.1% |
| 6M | +34.4% | -32.0% | +66.4% | +34.3% |
| YTD | +19.6% | +87.0% | -67.5% | -2.5% |
| 1Y | +21.8% | +86.1% | -64.3% | -0.8% |
| 3Y | +74.1% | +226.4% | -152.3% | +22.4% |
| 5Y | +114.0% | +172.1% | -58.1% | +49.4% |
| 10Y | +813.9% | +408.0% | +405.9% | +404.3% |
| All | +813.9% | +434.7% | +379.3% | +404.3% |
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