+408.0%
SIMO vs CPB
-39.9%
+448.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.5% |
| 7D | -8.5% | +3.3% | -11.7% | -8.0% |
| 30D | -34.8% | +19.0% | -53.8% | -33.2% |
| 3M | -32.8% | +0.4% | -33.3% | -32.1% |
| 6M | -32.0% | +13.0% | -45.0% | -30.7% |
| YTD | +87.0% | -12.7% | +99.8% | +89.9% |
| 1Y | +86.1% | -20.9% | +107.0% | +88.7% |
| 3Y | +226.4% | -35.4% | +261.8% | +229.5% |
| 5Y | +172.1% | -32.3% | +204.4% | +173.4% |
| 10Y | +408.0% | -40.5% | +448.6% | +416.0% |
| All | +408.0% | -39.9% | +448.0% | +416.0% |
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