+214.2%
ARM vs CI
+9.2%
+205.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.9% |
| 7D | +19.8% | -1.7% | +21.6% | +19.7% |
| 30D | -21.8% | +4.9% | -26.6% | -21.5% |
| 3M | -26.5% | +7.4% | -33.9% | -26.2% |
| 6M | -3.9% | +0.4% | -4.3% | -3.1% |
| YTD | +82.8% | +9.5% | +73.3% | +82.6% |
| 1Y | +34.3% | +12.0% | +22.3% | +34.1% |
| 3Y | +282.2% | +7.1% | +275.1% | +302.1% |
| All | +214.2% | +9.2% | +205.0% | +204.2% |
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