+306.7%
SIMO vs CPAY
+54.3%
+252.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +14.5% | -2.5% | +17.0% | +15.2% |
| 30D | +20.4% | +1.3% | +19.1% | +19.8% |
| 3M | +7.1% | +13.5% | -6.4% | +2.7% |
| 6M | +129.2% | +24.7% | +104.5% | +111.9% |
| YTD | +201.9% | +34.9% | +167.0% | +167.6% |
| 1Y | +235.5% | +29.7% | +205.8% | +200.7% |
| 3Y | +463.8% | +49.4% | +414.5% | +379.4% |
| 5Y | +306.7% | +53.5% | +253.2% | +225.3% |
| All | +306.7% | +54.3% | +252.4% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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