+74.2%
CTAS vs SIMO
+240.7%
-166.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | +0.5% | +14.9% | -14.4% | +0.7% |
| 30D | +10.2% | -27.0% | +37.2% | +10.1% |
| 3M | +12.1% | -25.4% | +37.5% | +11.9% |
| 6M | +38.3% | -30.3% | +68.5% | +37.1% |
| YTD | +21.9% | +95.8% | -73.9% | +8.2% |
| 1Y | +24.0% | +100.0% | -76.0% | +9.6% |
| All | +74.2% | +240.7% | -166.5% | +28.6% |
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