+36.5%
CNH vs SIMO
+248.6%
-212.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +0.8% |
| 7D | +6.7% | +0.9% | +5.7% | +6.4% |
| 30D | +7.2% | -25.4% | +32.6% | +10.4% |
| 3M | +17.5% | -17.8% | +35.3% | +18.3% |
| 6M | +15.0% | -29.6% | +44.5% | +16.8% |
| YTD | +36.8% | +100.3% | -63.5% | +9.7% |
| 1Y | +27.6% | +100.4% | -72.7% | +2.1% |
| All | +36.5% | +248.6% | -212.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling