+91.7%
CNC vs SIMO
+548.4%
-456.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -4.9% | +14.5% | -19.4% | -6.1% |
| 30D | -3.8% | +20.4% | -24.2% | -5.7% |
| 3M | -3.2% | +7.1% | -10.4% | -5.2% |
| 6M | +47.9% | +129.2% | -81.4% | +31.0% |
| YTD | +55.7% | +201.9% | -146.3% | +32.7% |
| 1Y | +106.2% | +235.5% | -129.3% | +73.0% |
| 3Y | -2.1% | +463.8% | -465.9% | -24.8% |
| 5Y | +3.4% | +306.7% | -303.3% | -19.4% |
| 10Y | +91.7% | +579.5% | -487.8% | +19.7% |
| All | +91.7% | +548.4% | -456.8% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling