+407.5%
SIMO vs CPB
-40.9%
+448.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.9% |
| 7D | -16.0% | +2.9% | -18.9% | -15.6% |
| 30D | -35.8% | +17.6% | -53.3% | -34.3% |
| 3M | -26.5% | +2.0% | -28.5% | -25.6% |
| 6M | -33.0% | +11.6% | -44.6% | -31.7% |
| YTD | +84.3% | -13.8% | +98.1% | +86.9% |
| 1Y | +82.0% | -21.6% | +103.5% | +84.2% |
| 3Y | +218.5% | -35.8% | +254.3% | +220.9% |
| 5Y | +175.0% | -33.3% | +208.3% | +175.8% |
| 10Y | +407.5% | -39.4% | +446.9% | +419.3% |
| All | +407.5% | -40.9% | +448.4% | +419.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling