+31.9%
CVS vs SIMO
+269.6%
-237.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -0.7% |
| 7D | +4.0% | +4.2% | -0.3% | +3.8% |
| 30D | -2.4% | +4.1% | -6.5% | -2.6% |
| 3M | +2.7% | -12.9% | +15.5% | +2.6% |
| 6M | +21.9% | +110.3% | -88.5% | +18.4% |
| YTD | +24.7% | +178.6% | -153.8% | +19.9% |
| 1Y | +35.4% | +220.0% | -184.5% | +29.4% |
| 3Y | +65.2% | +409.0% | -343.8% | +54.6% |
| All | +31.9% | +269.6% | -237.7% | +21.3% |
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 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