+346.1%
SIMO vs CLBK
+62.9%
+283.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.0% |
| 7D | -8.2% | +1.8% | -10.0% | -8.6% |
| 30D | -34.6% | +5.1% | -39.7% | -35.8% |
| 3M | -32.6% | +5.2% | -37.8% | -33.9% |
| 6M | -31.8% | +28.6% | -60.4% | -37.7% |
| YTD | +87.6% | +61.4% | +26.2% | +58.2% |
| 1Y | +86.7% | +64.7% | +22.0% | +56.2% |
| 3Y | +227.4% | +55.1% | +172.3% | +170.6% |
| 5Y | +173.0% | +28.4% | +144.6% | +132.6% |
| All | +346.1% | +62.9% | +283.2% | +236.5% |
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