+225.0%
SIMO vs CLBK
+70.4%
+154.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.2% |
| 7D | +14.6% | +1.1% | +13.5% | +14.5% |
| 30D | +6.2% | +7.8% | -1.6% | +5.6% |
| 3M | +3.6% | +23.9% | -20.3% | +1.6% |
| 6M | +130.8% | +42.3% | +88.5% | +119.5% |
| YTD | +195.8% | +65.4% | +130.4% | +175.6% |
| 1Y | +225.0% | +70.3% | +154.7% | +205.9% |
| All | +225.0% | +70.4% | +154.6% | +205.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling