+2,654.1%
CTAS vs SIMO
+3,332.4%
-678.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.3% |
| 7D | -1.8% | +4.2% | -6.0% | -2.4% |
| 30D | -0.2% | +4.1% | -4.3% | -1.1% |
| 3M | +11.7% | -12.9% | +24.6% | +11.2% |
| 6M | +0.7% | +110.3% | -109.6% | -12.5% |
| YTD | +7.4% | +178.6% | -171.2% | -10.8% |
| 1Y | -2.1% | +220.0% | -222.1% | -20.7% |
| 3Y | +62.9% | +409.0% | -346.1% | +21.6% |
| 5Y | +111.9% | +277.3% | -165.4% | +60.5% |
| 10Y | +652.2% | +506.6% | +145.6% | +413.1% |
| All | +2,654.1% | +3,332.4% | -678.3% | +1,091.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling