+79.7%
CTVA vs SIMO
+154.7%
-74.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -1.3% |
| 7D | +2.2% | -22.0% | +24.2% | +3.2% |
| 30D | -17.6% | -43.0% | +25.4% | -15.6% |
| 3M | +3.4% | -39.1% | +42.6% | +5.3% |
| 6M | -2.6% | -33.3% | +30.7% | -2.2% |
| YTD | +19.1% | +77.0% | -57.8% | +8.8% |
| 1Y | +26.8% | +73.0% | -46.2% | +15.9% |
| 3Y | +63.9% | +215.7% | -151.8% | +38.4% |
| All | +79.7% | +154.7% | -74.9% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling