+78.8%
CNQ vs SIMO
+482.9%
-404.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -1.1% |
| 7D | +0.1% | +11.0% | -10.9% | -0.7% |
| 30D | +6.2% | +17.9% | -11.7% | +4.8% |
| 3M | +12.4% | +3.9% | +8.5% | +11.0% |
| 6M | +9.0% | +131.0% | -122.0% | -1.9% |
| YTD | +52.2% | +209.3% | -157.1% | +29.0% |
| 1Y | +65.0% | +223.8% | -158.7% | +37.7% |
| 3Y | +78.8% | +479.2% | -400.4% | +31.0% |
| All | +78.8% | +482.9% | -404.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling