+618.0%
SIMO vs CLBK
+64.7%
+553.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.5% |
| 7D | +14.5% | -1.5% | +16.0% | +15.0% |
| 30D | +20.4% | +6.7% | +13.7% | +18.0% |
| 3M | +7.1% | +21.2% | -14.0% | +0.2% |
| 6M | +129.2% | +42.0% | +87.3% | +103.3% |
| YTD | +201.9% | +63.3% | +138.7% | +154.5% |
| 1Y | +235.5% | +65.4% | +170.1% | +180.7% |
| 3Y | +463.8% | +52.5% | +411.4% | +370.1% |
| 5Y | +306.7% | +42.0% | +264.7% | +230.7% |
| All | +618.0% | +64.7% | +553.2% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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