+503.2%
CMI vs SIMO
+605.2%
-102.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.0% | -0.1% |
| 7D | -0.7% | +11.0% | -11.7% | -2.7% |
| 30D | -12.4% | +17.9% | -30.3% | -15.3% |
| 3M | -14.8% | +3.9% | -18.7% | -16.6% |
| 6M | +0.8% | +131.0% | -130.2% | -16.5% |
| YTD | +10.2% | +209.3% | -199.1% | -14.3% |
| 1Y | +37.4% | +223.8% | -186.3% | +5.5% |
| 3Y | +153.3% | +479.2% | -326.0% | +70.4% |
| 5Y | +167.6% | +316.0% | -148.4% | +84.0% |
| All | +503.2% | +605.2% | -102.0% | +247.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling