+220.0%
SIMO vs CAI
-31.3%
+251.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.7% |
| 7D | +4.2% | -2.2% | +6.4% | +4.3% |
| 30D | +4.1% | +52.4% | -48.3% | +1.5% |
| 3M | -12.9% | +45.1% | -58.0% | -15.1% |
| 6M | +110.3% | +26.2% | +84.1% | +106.6% |
| YTD | +178.6% | -7.1% | +185.7% | +184.8% |
| 1Y | +220.0% | -31.0% | +251.0% | +263.8% |
| All | +220.0% | -31.3% | +251.3% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling