+349.4%
CVS vs SIMO
+2,080.4%
-1,731.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +2.8% |
| 7D | -7.1% | -22.0% | +14.9% | -5.3% |
| 30D | -4.0% | -43.0% | +39.1% | -0.1% |
| 3M | -12.2% | -39.1% | +26.9% | -9.6% |
| 6M | -2.2% | -33.3% | +31.1% | -1.1% |
| YTD | +8.9% | +77.0% | -68.1% | -0.2% |
| 1Y | +9.9% | +73.0% | -63.1% | +0.8% |
| 3Y | +32.1% | +215.7% | -183.6% | +13.0% |
| 5Y | +5.7% | +155.6% | -150.0% | -9.7% |
| 10Y | +39.0% | +388.4% | -349.3% | +8.0% |
| All | +349.4% | +2,080.4% | -1,731.1% | +158.5% |
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