+119.9%
CMI vs SIMO
+195.0%
-75.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +0.5% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -12.2% | -25.4% | +13.2% | -8.5% |
| 3M | -26.5% | -17.8% | -8.8% | -25.3% |
| 6M | -33.6% | -29.6% | -4.1% | -31.5% |
| YTD | -8.3% | +100.3% | -108.6% | -22.3% |
| 1Y | -1.3% | +100.4% | -101.6% | -16.4% |
| 3Y | +124.8% | +246.1% | -121.3% | +68.6% |
| 5Y | +119.9% | +189.8% | -70.0% | +63.0% |
| All | +119.9% | +195.0% | -75.1% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling