+306.7%
SIMO vs CNI
+10.3%
+296.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +14.5% | +0.9% | +13.6% | +14.2% |
| 30D | +20.4% | -2.1% | +22.5% | +21.2% |
| 3M | +7.1% | +1.8% | +5.3% | +6.2% |
| 6M | +129.2% | +14.8% | +114.4% | +115.1% |
| YTD | +201.9% | +25.4% | +176.6% | +170.4% |
| 1Y | +235.5% | +32.9% | +202.6% | +191.5% |
| 3Y | +463.8% | +20.2% | +443.7% | +411.6% |
| 5Y | +306.7% | +12.2% | +294.5% | +276.9% |
| All | +306.7% | +10.3% | +296.4% | +276.9% |
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