+2,101.2%
SIMO vs CPB
+45.7%
+2,055.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.3% |
| 7D | -22.0% | +8.0% | -30.0% | -22.7% |
| 30D | -43.0% | +22.4% | -65.4% | -44.5% |
| 3M | -39.1% | +2.5% | -41.7% | -39.5% |
| 6M | -33.3% | +12.2% | -45.5% | -35.1% |
| YTD | +77.0% | -12.8% | +89.8% | +79.1% |
| 1Y | +73.0% | -19.2% | +92.2% | +77.2% |
| 3Y | +215.7% | -35.6% | +251.3% | +231.2% |
| 5Y | +155.6% | -31.4% | +187.1% | +158.0% |
| 10Y | +388.4% | -37.9% | +426.3% | +380.0% |
| All | +2,101.2% | +45.7% | +2,055.6% | +1,590.6% |
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 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