-16.7%
CARR vs SIMO
-35.7%
+19.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.2% |
| 7D | +3.5% | +4.1% | -0.6% | +3.0% |
| 30D | +0.4% | -24.0% | +24.3% | +2.3% |
| 3M | -14.1% | -31.8% | +17.7% | -12.2% |
| 6M | -16.7% | -36.9% | +20.2% | -14.4% |
| All | -16.7% | -35.7% | +19.0% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling