+9.2%
CNH vs SIMO
+214.6%
-205.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +2.3% |
| 7D | -1.7% | -22.0% | +20.3% | +1.0% |
| 30D | -7.2% | -43.0% | +35.8% | -1.2% |
| 3M | +6.5% | -39.1% | +45.7% | +11.6% |
| 6M | +7.9% | -33.3% | +41.2% | +10.1% |
| YTD | +26.6% | +77.0% | -50.4% | +3.6% |
| 1Y | +13.8% | +73.0% | -59.3% | -6.6% |
| 3Y | +9.2% | +215.7% | -206.5% | -23.6% |
| All | +9.2% | +214.6% | -205.4% | -23.6% |
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 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