+40.5%
CVS vs SIMO
+515.6%
-475.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.1% |
| 7D | -1.6% | +14.6% | -16.2% | -2.5% |
| 30D | +0.4% | +6.2% | -5.8% | -0.2% |
| 3M | -0.4% | +3.6% | -4.0% | -1.6% |
| 6M | +25.1% | +130.8% | -105.6% | +14.9% |
| YTD | +23.9% | +195.8% | -171.9% | +10.7% |
| 1Y | +41.1% | +225.0% | -183.9% | +24.6% |
| 3Y | +63.6% | +452.3% | -388.7% | +35.2% |
| 5Y | +31.5% | +303.6% | -272.1% | +9.4% |
| 10Y | +40.5% | +528.8% | -488.3% | +1.3% |
| All | +40.5% | +515.6% | -475.1% | +1.3% |
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