+89.9%
CVE vs SIMO
+11,377.3%
-11,287.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.9% |
| 7D | +2.5% | +4.2% | -1.7% | +1.6% |
| 30D | +16.7% | +4.1% | +12.6% | +15.1% |
| 3M | +9.3% | -12.9% | +22.1% | +9.4% |
| 6M | +43.6% | +110.3% | -66.7% | +18.7% |
| YTD | +93.6% | +178.6% | -85.0% | +49.7% |
| 1Y | +98.8% | +220.0% | -121.2% | +48.3% |
| 3Y | +73.6% | +409.0% | -335.4% | +15.4% |
| 5Y | +312.5% | +277.3% | +35.2% | +179.7% |
| 10Y | +161.0% | +506.6% | -345.6% | +52.6% |
| All | +89.9% | +11,377.3% | -11,287.4% | -30.2% |
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 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