+217.9%
SIMO vs CLBK
+54.0%
+164.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +4.1% | +0.9% | +3.2% | +4.0% |
| 30D | -24.0% | +3.4% | -27.4% | -24.5% |
| 3M | -31.8% | -4.3% | -27.5% | -31.2% |
| 6M | -36.9% | +28.4% | -65.2% | -40.6% |
| YTD | +84.8% | +59.4% | +25.4% | +64.7% |
| 1Y | +99.0% | +64.8% | +34.2% | +75.6% |
| 3Y | +217.9% | +50.6% | +167.3% | +182.1% |
| All | +217.9% | +54.0% | +164.0% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling