+388.8%
SIMO vs CPB
-38.9%
+427.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.2% |
| 7D | +4.1% | -1.6% | +5.7% | +4.0% |
| 30D | -24.0% | +19.2% | -43.2% | -22.1% |
| 3M | -31.8% | -0.9% | -30.8% | -31.0% |
| 6M | -36.9% | +15.2% | -52.1% | -35.6% |
| YTD | +84.8% | -13.1% | +97.9% | +87.7% |
| 1Y | +99.0% | -22.4% | +121.4% | +101.7% |
| 3Y | +217.9% | -35.3% | +253.2% | +220.8% |
| 5Y | +171.5% | -33.0% | +204.4% | +172.7% |
| All | +388.8% | -38.9% | +427.6% | +398.7% |
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