+187.6%
SIMO vs CRL
-13.0%
+200.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +14.9% | +8.9% | +6.0% | +12.7% |
| 30D | -27.0% | +14.0% | -41.0% | -28.5% |
| 3M | -25.4% | +19.8% | -45.2% | -27.7% |
| 6M | -30.3% | +102.0% | -132.3% | -39.8% |
| YTD | +95.8% | +70.8% | +24.9% | +74.0% |
| 1Y | +100.0% | +98.7% | +1.3% | +71.3% |
| 3Y | +238.3% | +98.2% | +140.1% | +176.8% |
| 5Y | +187.6% | -11.7% | +199.3% | +228.4% |
| All | +187.6% | -13.0% | +200.6% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling