+126.4%
CMI vs SIMO
+248.6%
-122.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +0.3% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | -12.2% | -25.4% | +13.2% | -8.0% |
| 3M | -26.5% | -17.8% | -8.8% | -25.2% |
| 6M | -33.6% | -29.6% | -4.1% | -31.3% |
| YTD | -8.3% | +100.3% | -108.6% | -26.8% |
| 1Y | -1.3% | +100.4% | -101.6% | -21.4% |
| All | +126.4% | +248.6% | -122.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling