+4,626.1%
CMI vs SIMO
+3,332.4%
+1,293.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.7% | -5.9% | +0.9% |
| 7D | -0.7% | +4.2% | -5.0% | -1.7% |
| 30D | -13.4% | +4.1% | -17.5% | -14.8% |
| 3M | -17.0% | -12.9% | -4.1% | -16.1% |
| 6M | -1.6% | +110.3% | -112.0% | -20.9% |
| YTD | +11.0% | +178.6% | -167.6% | -17.0% |
| 1Y | +41.9% | +220.0% | -178.1% | +2.2% |
| 3Y | +151.8% | +409.0% | -257.2% | +59.0% |
| 5Y | +163.6% | +277.3% | -113.7% | +69.4% |
| 10Y | +472.9% | +506.6% | -33.7% | +202.6% |
| All | +4,626.1% | +3,332.4% | +1,293.7% | +938.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling