+74.7%
CNP vs SIMO
+184.2%
-109.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.1% |
| 7D | +2.5% | +14.9% | -12.4% | +2.2% |
| 30D | +4.0% | -27.0% | +31.0% | +4.4% |
| 3M | +1.6% | -25.4% | +27.0% | +1.9% |
| 6M | -1.7% | -30.3% | +28.6% | -1.6% |
| YTD | +8.6% | +95.8% | -87.2% | +4.9% |
| 1Y | +5.8% | +100.0% | -94.2% | +2.0% |
| 3Y | +63.0% | +238.3% | -175.3% | +51.4% |
| 5Y | +74.7% | +187.6% | -112.9% | +61.4% |
| All | +74.7% | +184.2% | -109.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling