-1.9%
CMI vs SIMO
+90.9%
-92.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.2% |
| 7D | +0.5% | +4.1% | -3.6% | -0.2% |
| 30D | -14.0% | -24.0% | +9.9% | -10.8% |
| 3M | -28.1% | -31.8% | +3.6% | -24.9% |
| 6M | -35.8% | -36.9% | +1.0% | -32.5% |
| YTD | -10.5% | +84.8% | -95.3% | -20.2% |
| 1Y | -1.9% | +99.0% | -100.9% | -15.2% |
| All | -1.9% | +90.9% | -92.7% | -15.2% |
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