+4.7%
CARR vs SIMO
+170.3%
-165.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | -14.1% | -31.8% | +17.7% | -11.1% |
| 6M | -16.7% | -36.9% | +20.2% | -14.1% |
| YTD | +4.2% | +84.8% | -80.6% | -12.9% |
| 1Y | -0.2% | +99.0% | -99.2% | -17.9% |
| 3Y | +10.9% | +217.9% | -207.1% | -19.5% |
| All | +4.7% | +170.3% | -165.7% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling