+2,013.4%
SIMO vs CPB
+47.5%
+1,965.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.7% | -15.1% | -14.5% |
| 7D | -31.4% | +11.6% | -43.0% | -32.2% |
| 30D | -45.2% | +23.3% | -68.5% | -46.6% |
| 3M | -36.5% | +1.6% | -38.2% | -36.8% |
| 6M | -34.2% | +13.9% | -48.1% | -36.1% |
| YTD | +69.9% | -11.7% | +81.6% | +71.7% |
| 1Y | +60.4% | -18.2% | +78.6% | +64.1% |
| 3Y | +203.1% | -35.2% | +238.3% | +218.1% |
| 5Y | +145.4% | -30.5% | +176.0% | +147.4% |
| 10Y | +368.9% | -37.1% | +406.0% | +360.3% |
| All | +2,013.4% | +47.5% | +1,965.9% | +1,521.3% |
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