+3,365.1%
SIMO vs CPB
+34.6%
+3,330.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.4% | +12.1% | +9.1% |
| 7D | +4.2% | -8.6% | +12.8% | +5.4% |
| 30D | +4.1% | -7.2% | +11.3% | +4.9% |
| 3M | -12.9% | +0.9% | -13.8% | -13.8% |
| 6M | +110.3% | -11.8% | +122.2% | +112.2% |
| YTD | +178.6% | -19.4% | +198.0% | +185.0% |
| 1Y | +220.0% | -30.4% | +250.4% | +235.3% |
| 3Y | +409.0% | -40.2% | +449.2% | +438.6% |
| 5Y | +277.3% | -39.5% | +316.8% | +289.5% |
| 10Y | +506.6% | -47.4% | +554.0% | +527.1% |
| All | +3,365.1% | +34.6% | +3,330.4% | +2,590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling