+193.0%
ARM vs CI
+8.9%
+184.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.7% |
| 7D | -5.3% | +0.1% | -5.5% | -5.3% |
| 30D | -30.0% | +4.7% | -34.7% | -29.8% |
| 3M | -34.1% | +5.2% | -39.3% | -33.8% |
| 6M | -12.6% | +3.8% | -16.4% | -12.3% |
| YTD | +70.4% | +9.2% | +61.2% | +70.3% |
| 1Y | +22.3% | +14.3% | +8.0% | +21.9% |
| 3Y | +261.2% | +8.4% | +252.7% | +277.5% |
| All | +193.0% | +8.9% | +184.0% | +183.6% |
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