+415.5%
CNQ vs SIMO
+605.2%
-189.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -1.8% |
| 7D | +0.1% | +11.0% | -10.9% | -1.7% |
| 30D | +6.2% | +17.9% | -11.7% | +2.8% |
| 3M | +12.4% | +3.9% | +8.5% | +9.1% |
| 6M | +9.0% | +131.0% | -122.0% | -12.5% |
| YTD | +52.2% | +209.3% | -157.1% | +12.7% |
| 1Y | +65.0% | +223.8% | -158.7% | +20.0% |
| 3Y | +78.8% | +479.2% | -400.4% | +8.9% |
| 5Y | +286.0% | +316.0% | -30.0% | +140.8% |
| All | +415.5% | +605.2% | -189.7% | +150.8% |
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