+2.8%
CNC vs SIMO
+297.1%
-294.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.8% | -3.8% |
| 7D | -1.0% | +14.6% | -15.6% | -1.4% |
| 30D | -1.8% | +6.2% | -8.0% | -2.1% |
| 3M | -0.7% | +3.6% | -4.2% | -1.3% |
| 6M | +47.9% | +130.8% | -82.8% | +41.3% |
| YTD | +56.9% | +195.8% | -138.8% | +48.6% |
| 1Y | +123.9% | +225.0% | -101.1% | +111.2% |
| 3Y | -1.3% | +452.3% | -453.6% | -8.6% |
| 5Y | +2.8% | +303.6% | -300.8% | -3.1% |
| All | +2.8% | +297.1% | -294.4% | -3.1% |
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