+270.1%
SIMO vs CLBK
+42.8%
+227.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | +1.2% | +3.0% | +3.9% |
| 30D | +4.1% | +9.1% | -5.0% | +2.0% |
| 3M | -12.9% | +27.7% | -40.6% | -18.1% |
| 6M | +110.3% | +40.8% | +69.5% | +92.8% |
| YTD | +178.6% | +66.4% | +112.2% | +144.4% |
| 1Y | +220.0% | +72.4% | +147.6% | +177.6% |
| 3Y | +409.0% | +50.7% | +358.4% | +346.9% |
| All | +270.1% | +42.8% | +227.3% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling