+135.8%
CVE vs SIMO
+360.6%
-224.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.4% | +11.6% | 0.0% |
| 7D | -14.1% | -31.4% | +17.3% | -8.0% |
| 30D | -11.6% | -45.2% | +33.5% | -2.0% |
| 3M | 0.0% | -36.5% | +36.6% | +6.3% |
| 6M | -8.4% | -34.2% | +25.8% | -6.0% |
| YTD | +65.9% | +69.9% | -4.0% | +31.1% |
| 1Y | +69.4% | +60.4% | +9.0% | +35.5% |
| 3Y | +55.9% | +203.1% | -147.2% | +1.3% |
| 5Y | +146.2% | +145.4% | +0.7% | +58.6% |
| All | +135.8% | +360.6% | -224.7% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling