+3,738.2%
CMI vs SIMO
+2,312.3%
+1,425.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | +1.5% | +14.9% | -13.3% | -1.6% |
| 30D | -14.0% | -27.0% | +13.0% | -8.7% |
| 3M | -28.3% | -25.4% | -3.0% | -25.2% |
| 6M | -34.9% | -30.3% | -4.7% | -32.3% |
| YTD | -9.9% | +95.8% | -105.7% | -28.5% |
| 1Y | -3.6% | +100.0% | -103.7% | -24.0% |
| 3Y | +120.9% | +238.3% | -117.3% | +50.2% |
| 5Y | +116.1% | +187.6% | -71.5% | +44.9% |
| 10Y | +328.5% | +422.5% | -94.0% | +129.8% |
| All | +3,738.2% | +2,312.3% | +1,425.9% | +795.4% |
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