+441.9%
CARR vs SIMO
+886.6%
-444.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | -0.2% |
| 7D | +1.6% | +4.2% | -2.7% | +0.9% |
| 30D | -8.7% | +4.1% | -12.8% | -9.8% |
| 3M | -12.6% | -12.9% | +0.3% | -12.2% |
| 6M | -1.5% | +110.3% | -111.9% | -15.7% |
| YTD | +14.3% | +178.6% | -164.3% | -8.1% |
| 1Y | -4.6% | +220.0% | -224.6% | -25.8% |
| 3Y | +7.3% | +409.0% | -401.7% | -25.0% |
| 5Y | +11.6% | +277.3% | -265.7% | -20.6% |
| All | +441.9% | +886.6% | -444.7% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling