+296.4%
SIMO vs CAI
-11.0%
+307.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.1% |
| 7D | +14.5% | -3.1% | +17.6% | +14.5% |
| 30D | +20.4% | +2.7% | +17.7% | +20.3% |
| 3M | +7.1% | +41.7% | -34.6% | +5.6% |
| 6M | +129.2% | +26.5% | +102.8% | +126.6% |
| YTD | +201.9% | -10.9% | +212.9% | +203.0% |
| 1Y | +235.5% | -29.2% | +264.7% | +234.6% |
| All | +296.4% | -11.0% | +307.4% | +295.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling