-6.5%
CNC vs SIMO
+171.3%
-177.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.4% |
| 7D | +4.0% | -16.0% | +20.0% | +4.2% |
| 30D | +7.4% | -35.8% | +43.1% | +8.1% |
| 3M | +5.4% | -26.5% | +31.9% | +5.5% |
| 6M | +25.4% | -33.0% | +58.4% | +24.9% |
| YTD | +70.6% | +84.3% | -13.8% | +61.8% |
| 1Y | +104.9% | +82.0% | +23.0% | +94.3% |
| 3Y | -2.3% | +218.5% | -220.8% | -9.5% |
| 5Y | -6.5% | +175.0% | -181.5% | -13.7% |
| All | -6.5% | +171.3% | -177.8% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling