+223.8%
SIMO vs CNI
+33.8%
+189.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.4% | +7.8% |
| 7D | +11.0% | -0.4% | +11.4% | +10.7% |
| 30D | +17.9% | -2.7% | +20.6% | +15.6% |
| 3M | +3.9% | +3.9% | 0.0% | +7.4% |
| 6M | +131.0% | +16.4% | +114.7% | +146.3% |
| YTD | +209.3% | +25.8% | +183.5% | +230.2% |
| 1Y | +223.8% | +32.4% | +191.4% | +244.0% |
| All | +223.8% | +33.8% | +189.9% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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