+170.0%
SIMO vs CNI
+8.1%
+161.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +4.1% | +2.5% | +1.6% | +3.5% |
| 30D | -24.0% | +6.1% | -30.1% | -25.4% |
| 3M | -31.8% | +0.1% | -31.9% | -31.8% |
| 6M | -36.9% | +14.9% | -51.8% | -39.9% |
| YTD | +84.8% | +30.9% | +53.9% | +62.4% |
| 1Y | +99.0% | +33.9% | +65.1% | +72.7% |
| 3Y | +217.9% | +20.2% | +197.7% | +188.5% |
| All | +170.0% | +8.1% | +161.9% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling