+113.9%
CNH vs SIMO
+453.3%
-339.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +0.3% |
| 7D | +6.7% | +0.9% | +5.7% | +6.3% |
| 30D | +7.2% | -25.4% | +32.6% | +11.8% |
| 3M | +17.5% | -17.8% | +35.3% | +18.8% |
| 6M | +15.0% | -29.6% | +44.5% | +17.3% |
| YTD | +36.8% | +100.3% | -63.5% | +6.7% |
| 1Y | +27.6% | +100.4% | -72.7% | -0.6% |
| 3Y | +34.3% | +246.1% | -211.8% | -11.6% |
| 5Y | -12.2% | +189.8% | -202.0% | -42.7% |
| 10Y | +113.9% | +434.6% | -320.7% | +5.7% |
| All | +113.9% | +453.3% | -339.4% | +5.7% |
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