+62.8%
CVE vs SIMO
+6,900.3%
-6,837.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.4% | +11.6% | -0.2% |
| 7D | -14.1% | -31.4% | +17.3% | -8.5% |
| 30D | -11.6% | -45.2% | +33.5% | -2.8% |
| 3M | 0.0% | -36.5% | +36.6% | +5.9% |
| 6M | -8.4% | -34.2% | +25.8% | -5.8% |
| YTD | +65.9% | +69.9% | -4.0% | +37.7% |
| 1Y | +69.4% | +60.4% | +9.0% | +42.0% |
| 3Y | +55.9% | +203.1% | -147.2% | +12.0% |
| 5Y | +146.2% | +145.4% | +0.7% | +77.0% |
| 10Y | +140.6% | +368.9% | -228.3% | +45.9% |
| All | +62.8% | +6,900.3% | -6,837.6% | -35.8% |
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