-0.2%
CARR vs SIMO
+90.9%
-91.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | 0.0% |
| 7D | +3.5% | +4.1% | -0.6% | +3.2% |
| 30D | +0.4% | -24.0% | +24.3% | +1.6% |
| 3M | -14.1% | -31.8% | +17.7% | -12.8% |
| 6M | -16.7% | -36.9% | +20.2% | -15.2% |
| YTD | +4.2% | +84.8% | -80.6% | +0.7% |
| 1Y | -0.2% | +99.0% | -99.2% | -5.7% |
| All | -0.2% | +90.9% | -91.1% | -5.7% |
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