-34.9%
CMI vs SIMO
-29.0%
-5.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | +1.5% | +14.9% | -13.3% | -1.5% |
| 30D | -14.0% | -27.0% | +13.0% | -9.0% |
| 3M | -28.3% | -25.4% | -3.0% | -25.7% |
| 6M | -34.9% | -30.3% | -4.7% | -33.0% |
| All | -34.9% | -29.0% | -5.9% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling