-36.9%
SIMO vs CNI
+15.4%
-52.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.8% |
| 7D | +4.1% | +2.5% | +1.6% | +5.4% |
| 30D | -24.0% | +6.1% | -30.1% | -21.1% |
| 3M | -31.8% | +0.1% | -31.9% | -31.1% |
| 6M | -36.9% | +14.9% | -51.8% | -33.1% |
| All | -36.9% | +15.4% | -52.2% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling