+736.1%
CNC vs SIMO
+2,171.3%
-1,435.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.6% |
| 7D | +4.0% | -16.0% | +20.0% | +5.7% |
| 30D | +7.4% | -35.8% | +43.1% | +12.0% |
| 3M | +5.4% | -26.5% | +31.9% | +7.3% |
| 6M | +25.4% | -33.0% | +58.4% | +26.6% |
| YTD | +70.6% | +84.3% | -13.8% | +48.6% |
| 1Y | +104.9% | +82.0% | +23.0% | +78.6% |
| 3Y | -2.3% | +218.5% | -220.8% | -22.9% |
| 5Y | -6.5% | +175.0% | -181.5% | -27.0% |
| 10Y | +153.3% | +407.5% | -254.3% | +73.2% |
| All | +736.1% | +2,171.3% | -1,435.2% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling