-8.4%
CVE vs SIMO
-32.4%
+24.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.4% | +11.6% | -1.8% |
| 7D | -14.1% | -31.4% | +17.3% | -12.3% |
| 30D | -11.6% | -45.2% | +33.5% | -9.2% |
| 3M | 0.0% | -36.5% | +36.6% | +1.7% |
| 6M | -8.4% | -34.2% | +25.8% | -6.9% |
| All | -8.4% | -32.4% | +24.0% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling