+34.3%
ARM vs CI
+13.7%
+20.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -2.5% |
| 7D | +19.8% | -1.7% | +21.6% | +19.0% |
| 30D | -21.8% | +4.9% | -26.6% | -20.0% |
| 3M | -26.5% | +7.4% | -33.9% | -24.1% |
| 6M | -3.9% | +0.4% | -4.3% | +1.4% |
| YTD | +82.8% | +9.5% | +73.3% | +84.6% |
| 1Y | +34.3% | +12.0% | +22.3% | +38.3% |
| All | +34.3% | +13.7% | +20.6% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling