+206.2%
CTVA vs SIMO
+429.8%
-223.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +2.4% | -16.0% | +18.5% | +4.0% |
| 30D | -8.1% | -35.8% | +27.7% | -4.4% |
| 3M | +6.3% | -26.5% | +32.8% | +8.1% |
| 6M | +0.4% | -33.0% | +33.4% | +1.5% |
| YTD | +21.8% | +84.3% | -62.5% | +2.9% |
| 1Y | +24.9% | +82.0% | -57.1% | +5.6% |
| 3Y | +92.3% | +218.5% | -126.2% | +42.4% |
| 5Y | +78.9% | +175.0% | -96.1% | +28.8% |
| All | +206.2% | +429.8% | -223.6% | +40.9% |
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