-1.8%
CARR vs SIMO
+94.5%
-96.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +1.0% |
| 7D | -0.7% | -16.9% | +16.2% | +0.3% |
| 30D | +0.3% | -35.4% | +35.7% | +2.6% |
| 3M | -14.9% | -31.9% | +17.0% | -13.6% |
| 6M | -14.9% | -19.3% | +4.5% | -13.9% |
| YTD | +7.0% | +98.5% | -91.5% | +3.3% |
| 1Y | -1.8% | +100.5% | -102.3% | -5.6% |
| All | -1.8% | +94.5% | -96.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling