+595.4%
CNP vs SIMO
+2,080.4%
-1,485.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.4% | +1.4% |
| 7D | -4.2% | -22.0% | +17.8% | -2.5% |
| 30D | +5.5% | -43.0% | +48.6% | +9.7% |
| 3M | +0.6% | -39.1% | +39.7% | +3.5% |
| 6M | -2.8% | -33.3% | +30.4% | -1.8% |
| YTD | +7.9% | +77.0% | -69.1% | -1.1% |
| 1Y | +6.7% | +73.0% | -66.4% | -2.1% |
| 3Y | +61.1% | +215.7% | -154.6% | +37.7% |
| 5Y | +73.0% | +155.6% | -82.7% | +47.8% |
| 10Y | +141.9% | +388.4% | -246.5% | +89.0% |
| All | +595.4% | +2,080.4% | -1,485.0% | +304.3% |
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