+10.9%
CARR vs SIMO
+221.6%
-210.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.4% |
| 7D | +3.5% | +4.1% | -0.6% | +2.9% |
| 30D | +0.4% | -24.0% | +24.3% | +3.1% |
| 3M | -14.1% | -31.8% | +17.7% | -11.3% |
| 6M | -16.7% | -36.9% | +20.2% | -14.3% |
| YTD | +4.2% | +84.8% | -80.6% | -14.9% |
| 1Y | -0.2% | +99.0% | -99.2% | -20.3% |
| 3Y | +10.9% | +217.9% | -207.1% | -31.1% |
| All | +10.9% | +221.6% | -210.7% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling