-8.0%
CARR vs SIMO
+220.5%
-228.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.0% |
| 7D | -4.1% | +12.5% | -16.7% | -4.9% |
| 30D | -11.0% | +18.4% | -29.4% | -12.1% |
| 3M | -16.4% | +5.6% | -22.0% | -16.9% |
| 6M | -2.4% | +116.9% | -119.3% | -6.2% |
| YTD | +8.4% | +188.4% | -180.0% | +1.4% |
| 1Y | -8.0% | +221.3% | -229.3% | -14.6% |
| All | -8.0% | +220.5% | -228.4% | -14.6% |
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