+365.6%
SIMO vs CLBK
+61.7%
+303.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.9% |
| 7D | +14.9% | +2.5% | +12.4% | +14.1% |
| 30D | -27.0% | +3.7% | -30.7% | -28.0% |
| 3M | -25.4% | -3.3% | -22.1% | -24.8% |
| 6M | -30.3% | +29.6% | -59.9% | -36.5% |
| YTD | +95.8% | +60.3% | +35.5% | +65.5% |
| 1Y | +100.0% | +63.4% | +36.6% | +67.8% |
| 3Y | +238.3% | +53.8% | +184.4% | +180.3% |
| 5Y | +187.6% | +29.0% | +158.6% | +144.2% |
| All | +365.6% | +61.7% | +303.8% | +252.0% |
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