+562.4%
SIMO vs CLBK
+67.9%
+494.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | +1.2% | +3.0% | +3.8% |
| 30D | +4.1% | +9.1% | -5.0% | +1.3% |
| 3M | -12.9% | +27.7% | -40.6% | -19.9% |
| 6M | +110.3% | +40.8% | +69.5% | +87.1% |
| YTD | +178.6% | +66.4% | +112.2% | +133.5% |
| 1Y | +220.0% | +72.4% | +147.6% | +164.2% |
| 3Y | +409.0% | +50.7% | +358.4% | +326.9% |
| 5Y | +277.3% | +42.9% | +234.4% | +206.9% |
| All | +562.4% | +67.9% | +494.5% | +396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling