+124.0%
CNH vs SIMO
+434.7%
-310.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.7% | +5.2% | +9.9% |
| 7D | +8.6% | -8.5% | +17.0% | +10.0% |
| 30D | +12.6% | -34.8% | +47.4% | +20.3% |
| 3M | +17.5% | -32.8% | +50.3% | +23.5% |
| 6M | +18.1% | -32.0% | +50.1% | +21.2% |
| YTD | +40.4% | +87.0% | -46.6% | +11.0% |
| 1Y | +34.0% | +86.1% | -52.1% | +5.9% |
| 3Y | +35.3% | +226.4% | -191.1% | -9.9% |
| 5Y | -5.1% | +172.1% | -177.2% | -37.3% |
| 10Y | +124.0% | +408.0% | -284.0% | +13.7% |
| All | +124.0% | +434.7% | -310.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling