+166.6%
CMI vs SIMO
+305.4%
-138.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | +0.7% | +14.5% | -13.8% | -1.7% |
| 30D | -12.3% | +20.4% | -32.7% | -15.3% |
| 3M | -16.8% | +7.1% | -23.9% | -18.8% |
| 6M | +1.5% | +129.2% | -127.7% | -13.9% |
| YTD | +9.8% | +201.9% | -192.1% | -11.9% |
| 1Y | +42.6% | +235.5% | -192.9% | +11.8% |
| 3Y | +151.0% | +463.8% | -312.8% | +76.8% |
| All | +166.6% | +305.4% | -138.7% | +93.1% |
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