+2,198.9%
SIMO vs CNI
+1,154.6%
+1,044.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +4.1% | +2.5% | +1.6% | +2.7% |
| 30D | -24.0% | +6.1% | -30.1% | -26.9% |
| 3M | -31.8% | +0.1% | -31.9% | -32.2% |
| 6M | -36.9% | +14.9% | -51.8% | -42.7% |
| YTD | +84.8% | +30.9% | +53.9% | +50.8% |
| 1Y | +99.0% | +33.9% | +65.1% | +60.0% |
| 3Y | +217.9% | +20.2% | +197.7% | +171.1% |
| 5Y | +171.5% | +8.2% | +163.3% | +141.1% |
| 10Y | +393.3% | +142.2% | +251.1% | +144.5% |
| All | +2,198.9% | +1,154.6% | +1,044.4% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling