+187.6%
SIMO vs CPB
-34.3%
+221.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.6% |
| 7D | +14.9% | -5.8% | +20.7% | +12.9% |
| 30D | -27.0% | +16.5% | -43.5% | -23.3% |
| 3M | -25.4% | -1.1% | -24.3% | -24.0% |
| 6M | -30.3% | +11.5% | -41.7% | -27.3% |
| YTD | +95.8% | -15.7% | +111.5% | +99.3% |
| 1Y | +100.0% | -24.7% | +124.7% | +101.7% |
| 3Y | +238.3% | -37.3% | +275.5% | +235.7% |
| 5Y | +187.6% | -35.0% | +222.6% | +196.6% |
| All | +187.6% | -34.3% | +221.9% | +196.6% |
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