+2.4%
CARR vs SIMO
+469.0%
-466.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | +0.6% | +14.5% | -13.9% | -1.4% |
| 30D | -8.7% | +20.4% | -29.1% | -11.4% |
| 3M | -18.4% | +7.1% | -25.5% | -20.3% |
| 6M | -0.6% | +129.2% | -129.9% | -16.8% |
| YTD | +10.9% | +201.9% | -191.0% | -14.8% |
| 1Y | -7.3% | +235.5% | -242.8% | -31.8% |
| All | +2.4% | +469.0% | -466.5% | -43.5% |
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