+11.7%
CMI vs SIMO
+94.5%
-82.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.6% | +3.8% | -4.3% |
| 7D | -11.2% | -16.9% | +5.7% | -8.8% |
| 30D | -9.8% | -35.4% | +25.5% | -4.3% |
| 3M | -25.5% | -31.9% | +6.3% | -22.3% |
| 6M | -27.7% | -19.3% | -8.3% | -25.7% |
| YTD | -6.6% | +98.5% | -105.1% | -16.6% |
| 1Y | +11.7% | +100.5% | -88.9% | -0.6% |
| All | +11.7% | +94.5% | -82.8% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling