+146.3%
SIMO vs CAI
-5.3%
+151.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.3% | +5.6% |
| 7D | -8.2% | -20.3% | +12.2% | -6.3% |
| 30D | -34.6% | -13.9% | -20.7% | -33.1% |
| 3M | -32.6% | +12.4% | -45.1% | -31.0% |
| 6M | -31.8% | +58.3% | -90.1% | -30.8% |
| YTD | +87.6% | -5.2% | +92.8% | +93.0% |
| 1Y | +86.7% | -0.2% | +86.8% | +91.9% |
| All | +146.3% | -5.3% | +151.6% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling