+152.4%
CMI vs SIMO
+469.0%
-316.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | +0.7% | +14.5% | -13.8% | -2.0% |
| 30D | -12.3% | +20.4% | -32.7% | -15.8% |
| 3M | -16.8% | +7.1% | -23.9% | -19.1% |
| 6M | +1.5% | +129.2% | -127.7% | -17.4% |
| YTD | +9.8% | +201.9% | -192.1% | -17.7% |
| 1Y | +42.6% | +235.5% | -192.9% | +3.0% |
| All | +152.4% | +469.0% | -316.6% | +47.9% |
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 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