+85.2%
SIMO vs CLBK
+63.6%
+21.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.8% |
| 7D | -8.2% | +1.8% | -10.0% | -8.1% |
| 30D | -34.6% | +5.1% | -39.7% | -34.3% |
| 3M | -32.6% | +5.2% | -37.8% | -32.0% |
| 6M | -31.8% | +28.6% | -60.4% | -31.5% |
| YTD | +87.6% | +61.4% | +26.2% | +89.1% |
| All | +85.2% | +63.6% | +21.6% | +85.9% |
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