-26.4%
ARM vs CAI
+31.2%
-57.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +5.4% |
| 7D | -15.2% | -26.5% | +11.3% | -9.8% |
| 30D | -40.7% | -6.9% | -33.8% | -38.3% |
| 3M | -39.1% | +26.1% | -65.2% | -39.3% |
| 6M | -26.4% | +31.9% | -58.3% | -28.1% |
| All | -26.4% | +31.2% | -57.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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