+68.0%
CNH vs SIMO
+2,652.0%
-2,584.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.7% | -4.7% | +2.5% |
| 7D | +23.3% | +4.2% | +19.1% | +22.3% |
| 30D | +33.5% | +4.1% | +29.4% | +31.9% |
| 3M | +32.7% | -12.9% | +45.6% | +33.3% |
| 6M | +22.2% | +110.3% | -88.2% | +1.2% |
| YTD | +57.7% | +178.6% | -120.9% | +22.0% |
| 1Y | +28.0% | +220.0% | -192.0% | -4.4% |
| 3Y | +11.5% | +409.0% | -397.5% | -26.2% |
| 5Y | +11.9% | +277.3% | -265.5% | -24.3% |
| 10Y | +162.8% | +506.6% | -343.8% | +49.3% |
| All | +68.0% | +2,652.0% | -2,584.0% | -10.4% |
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