+320.2%
CVE vs SIMO
+269.6%
+50.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.3% |
| 7D | +2.5% | +4.2% | -1.7% | +1.9% |
| 30D | +16.7% | +4.1% | +12.6% | +15.7% |
| 3M | +9.3% | -12.9% | +22.1% | +9.4% |
| 6M | +43.6% | +110.3% | -66.7% | +25.2% |
| YTD | +93.6% | +178.6% | -85.0% | +59.7% |
| 1Y | +98.8% | +220.0% | -121.2% | +58.8% |
| 3Y | +73.6% | +409.0% | -335.4% | +24.9% |
| All | +320.2% | +269.6% | +50.6% | +231.2% |
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