+698.6%
CNC vs SIMO
+3,332.4%
-2,633.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.5% |
| 7D | +3.5% | +4.2% | -0.7% | +2.9% |
| 30D | +0.1% | +4.1% | -4.0% | -0.9% |
| 3M | +6.9% | -12.9% | +19.8% | +6.8% |
| 6M | +49.0% | +110.3% | -61.3% | +31.1% |
| YTD | +62.9% | +178.6% | -115.7% | +37.3% |
| 1Y | +134.0% | +220.0% | -86.0% | +92.9% |
| 3Y | +9.4% | +409.0% | -399.6% | -17.1% |
| 5Y | +4.1% | +277.3% | -273.2% | -20.3% |
| 10Y | +95.4% | +506.6% | -411.2% | +33.0% |
| All | +698.6% | +3,332.4% | -2,633.8% | +251.6% |
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