-4.6%
CARR vs SIMO
+226.2%
-230.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +0.5% |
| 7D | +1.6% | +4.2% | -2.7% | +1.2% |
| 30D | -8.7% | +4.1% | -12.8% | -9.2% |
| 3M | -12.6% | -12.9% | +0.3% | -12.5% |
| 6M | -1.5% | +110.3% | -111.9% | -5.5% |
| YTD | +14.3% | +178.6% | -164.3% | +6.5% |
| 1Y | -4.6% | +220.0% | -224.6% | -13.9% |
| All | -4.6% | +226.2% | -230.8% | -13.9% |
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