+408.0%
SIMO vs CRL
+400.8%
+7.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +4.3% |
| 7D | -8.5% | +4.4% | -12.8% | -9.3% |
| 30D | -34.8% | +17.1% | -51.9% | -37.3% |
| 3M | -32.8% | +32.1% | -64.9% | -37.7% |
| 6M | -32.0% | +98.9% | -131.0% | -44.7% |
| YTD | +87.0% | +77.1% | +9.9% | +55.7% |
| 1Y | +86.1% | +110.3% | -24.2% | +46.6% |
| 3Y | +226.4% | +108.5% | +117.9% | +141.7% |
| 5Y | +172.1% | -7.9% | +180.0% | +163.4% |
| 10Y | +408.0% | +368.9% | +39.1% | +198.9% |
| All | +408.0% | +400.8% | +7.2% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling