-36.9%
SIMO vs CPAY
+38.0%
-74.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -4.1% |
| 7D | +4.1% | +1.6% | +2.6% | +5.9% |
| 30D | -24.0% | +17.6% | -41.6% | -8.3% |
| 3M | -31.8% | +8.7% | -40.5% | -22.7% |
| 6M | -36.9% | +39.5% | -76.4% | -12.6% |
| All | -36.9% | +38.0% | -74.9% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling