+144.0%
CNP vs SIMO
+453.3%
-309.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.2% | -1.1% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +5.0% | -25.4% | +30.4% | +6.6% |
| 3M | +2.7% | -17.8% | +20.4% | +3.1% |
| 6M | -1.9% | -29.6% | +27.7% | -1.4% |
| YTD | +8.8% | +100.3% | -91.5% | -2.1% |
| 1Y | +5.6% | +100.4% | -94.7% | -5.0% |
| 3Y | +63.2% | +246.1% | -182.9% | +35.0% |
| 5Y | +73.8% | +189.8% | -116.0% | +42.6% |
| 10Y | +144.0% | +434.6% | -290.6% | +69.6% |
| All | +144.0% | +453.3% | -309.3% | +69.6% |
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 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