+156.7%
SIMO vs CPB
-31.3%
+188.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +3.8% |
| 7D | -22.0% | +8.0% | -30.0% | -19.9% |
| 30D | -43.0% | +22.4% | -65.4% | -39.2% |
| 3M | -39.1% | +2.5% | -41.7% | -37.3% |
| 6M | -33.3% | +12.2% | -45.5% | -29.9% |
| YTD | +77.0% | -12.8% | +89.8% | +82.0% |
| 1Y | +73.0% | -19.2% | +92.2% | +76.8% |
| 3Y | +215.7% | -35.6% | +251.3% | +216.3% |
| All | +156.7% | -31.3% | +188.1% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling