+414.1%
CARR vs SIMO
+921.4%
-507.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.6% |
| 7D | -4.1% | +12.5% | -16.7% | -5.8% |
| 30D | -11.0% | +18.4% | -29.4% | -13.5% |
| 3M | -16.4% | +5.6% | -22.0% | -18.3% |
| 6M | -2.4% | +116.9% | -119.3% | -16.8% |
| YTD | +8.4% | +188.4% | -180.0% | -13.3% |
| 1Y | -8.0% | +221.3% | -229.3% | -28.4% |
| 3Y | +0.6% | +438.6% | -438.0% | -30.3% |
| 5Y | +7.7% | +287.9% | -280.2% | -23.6% |
| All | +414.1% | +921.4% | -507.4% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling