-2.3%
CNC vs SIMO
+220.9%
-223.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.4% |
| 7D | +4.0% | -16.0% | +20.0% | +4.1% |
| 30D | +7.4% | -35.8% | +43.1% | +7.7% |
| 3M | +5.4% | -26.5% | +31.9% | +5.2% |
| 6M | +25.4% | -33.0% | +58.4% | +24.3% |
| YTD | +70.6% | +84.3% | -13.8% | +61.9% |
| 1Y | +104.9% | +82.0% | +23.0% | +94.1% |
| 3Y | -2.3% | +218.5% | -220.8% | -9.7% |
| All | -2.3% | +220.9% | -223.2% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling