-3.6%
CMI vs SIMO
+92.3%
-95.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +1.5% | +14.9% | -13.3% | -0.8% |
| 30D | -14.0% | -27.0% | +13.0% | -10.3% |
| 3M | -28.3% | -25.4% | -3.0% | -26.1% |
| 6M | -34.9% | -30.3% | -4.7% | -32.4% |
| YTD | -9.9% | +95.8% | -105.7% | -21.4% |
| 1Y | -3.6% | +100.0% | -103.7% | -16.8% |
| All | -3.6% | +92.3% | -95.9% | -16.8% |
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 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