+3,578.9%
SIMO vs CNI
+1,111.0%
+2,467.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.1% |
| 7D | +14.6% | +2.5% | +12.1% | +12.9% |
| 30D | +6.2% | -2.5% | +8.7% | +7.9% |
| 3M | +3.6% | +2.7% | +0.8% | +1.2% |
| 6M | +130.8% | +16.9% | +113.8% | +105.1% |
| YTD | +195.8% | +26.3% | +169.4% | +148.0% |
| 1Y | +225.0% | +31.1% | +193.9% | +165.6% |
| 3Y | +452.3% | +21.1% | +431.2% | +369.6% |
| 5Y | +303.6% | +11.0% | +292.6% | +251.8% |
| 10Y | +528.8% | +128.1% | +400.6% | +224.5% |
| All | +3,578.9% | +1,111.0% | +2,467.9% | +537.3% |
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