+139.8%
CNP vs SIMO
+434.7%
-294.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | 0.0% |
| 7D | -4.3% | -8.5% | +4.1% | -3.9% |
| 30D | +5.7% | -34.8% | +40.5% | +8.3% |
| 3M | +0.9% | -32.8% | +33.8% | +2.8% |
| 6M | -1.1% | -32.0% | +31.0% | -0.4% |
| YTD | +8.3% | +87.0% | -78.8% | -2.1% |
| 1Y | +5.9% | +86.1% | -80.2% | -4.2% |
| 3Y | +64.6% | +226.4% | -161.8% | +36.7% |
| 5Y | +74.6% | +172.1% | -97.6% | +43.9% |
| 10Y | +139.8% | +408.0% | -268.2% | +67.5% |
| All | +139.8% | +434.7% | -294.8% | +67.5% |
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 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