+356.9%
CVS vs SIMO
+2,211.6%
-1,854.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.2% |
| 7D | -3.7% | -8.2% | +4.5% | -3.1% |
| 30D | -0.3% | -34.6% | +34.3% | +2.6% |
| 3M | -10.3% | -32.6% | +22.3% | -8.3% |
| 6M | -4.6% | -31.8% | +27.2% | -3.7% |
| YTD | +10.7% | +87.6% | -76.9% | +1.0% |
| 1Y | +11.2% | +86.7% | -75.4% | +1.4% |
| 3Y | +43.0% | +227.4% | -184.4% | +22.1% |
| 5Y | +8.6% | +173.0% | -164.4% | -7.7% |
| 10Y | +52.0% | +409.6% | -357.7% | +17.6% |
| All | +356.9% | +2,211.6% | -1,854.8% | +161.6% |
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