+578.5%
CNP vs SIMO
+3,332.4%
-2,753.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.5% |
| 7D | +1.1% | +4.2% | -3.1% | +0.7% |
| 30D | -1.8% | +4.1% | -5.9% | -2.4% |
| 3M | -4.6% | -12.9% | +8.2% | -4.7% |
| 6M | -8.8% | +110.3% | -119.2% | -16.3% |
| YTD | +5.2% | +178.6% | -173.3% | -6.2% |
| 1Y | +8.3% | +220.0% | -211.7% | -5.0% |
| 3Y | +54.9% | +409.0% | -354.2% | +28.4% |
| 5Y | +73.5% | +277.3% | -203.8% | +45.0% |
| 10Y | +139.1% | +506.6% | -367.5% | +85.0% |
| All | +578.5% | +3,332.4% | -2,753.9% | +283.6% |
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 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