+134.0%
CNC vs SIMO
+226.2%
-92.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -1.8% |
| 7D | +3.5% | +4.2% | -0.7% | +3.4% |
| 30D | +0.1% | +4.1% | -4.0% | -0.3% |
| 3M | +6.9% | -12.9% | +19.8% | +7.1% |
| 6M | +49.0% | +110.3% | -61.3% | +36.5% |
| YTD | +62.9% | +178.6% | -115.7% | +45.4% |
| 1Y | +134.0% | +220.0% | -86.0% | +89.6% |
| All | +134.0% | +226.2% | -92.2% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling