+174.6%
ARM vs CI
+8.2%
+166.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.4% | +4.5% |
| 7D | -15.2% | -1.6% | -13.7% | -15.3% |
| 30D | -40.7% | +5.4% | -46.1% | -40.5% |
| 3M | -39.1% | +7.3% | -46.3% | -38.9% |
| 6M | -26.4% | +5.3% | -31.7% | -26.3% |
| YTD | +59.7% | +8.5% | +51.3% | +59.5% |
| 1Y | +10.3% | +17.1% | -6.8% | +9.8% |
| 3Y | +228.9% | +1.4% | +227.4% | +250.1% |
| All | +174.6% | +8.2% | +166.4% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling