+215.7%
SIMO vs CRL
+86.4%
+129.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.8% | -3.7% | +2.4% |
| 7D | -22.0% | -6.1% | -15.9% | -20.7% |
| 30D | -43.0% | +12.4% | -55.4% | -43.9% |
| 3M | -39.1% | +27.1% | -66.3% | -41.5% |
| 6M | -33.3% | +85.7% | -119.0% | -40.8% |
| YTD | +77.0% | +69.2% | +7.8% | +59.7% |
| 1Y | +73.0% | +97.5% | -24.5% | +50.0% |
| 3Y | +215.7% | +86.1% | +129.6% | +170.8% |
| All | +215.7% | +86.4% | +129.3% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling