+415.5%
SIMO vs CRL
+38.0%
+377.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.0% |
| 7D | +4.2% | -1.0% | +5.3% | +4.4% |
| 30D | +4.1% | +10.7% | -6.6% | +2.1% |
| 3M | -12.9% | +55.3% | -68.2% | -20.3% |
| 6M | +110.3% | +60.7% | +49.7% | +89.4% |
| YTD | +178.6% | +44.6% | +133.9% | +156.8% |
| 1Y | +220.0% | +77.7% | +142.2% | +179.1% |
| All | +415.5% | +38.0% | +377.5% | +356.8% |
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