+63.9%
CTVA vs SIMO
+214.6%
-150.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -1.3% |
| 7D | +2.2% | -22.0% | +24.2% | +3.1% |
| 30D | -17.6% | -43.0% | +25.4% | -15.8% |
| 3M | +3.4% | -39.1% | +42.6% | +5.1% |
| 6M | -2.6% | -33.3% | +30.7% | -2.4% |
| YTD | +19.1% | +77.0% | -57.8% | +5.9% |
| 1Y | +26.8% | +73.0% | -46.2% | +13.0% |
| 3Y | +63.9% | +215.7% | -151.8% | +21.6% |
| All | +63.9% | +214.6% | -150.7% | +21.6% |
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