+35.8%
ARM vs CI
+12.2%
+23.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.5% |
| 7D | +9.1% | +1.2% | +7.9% | +9.7% |
| 30D | -19.9% | +2.6% | -22.5% | -18.9% |
| 3M | -31.6% | +7.4% | -39.1% | -29.3% |
| 6M | -13.9% | -0.1% | -13.8% | -8.7% |
| YTD | +74.3% | +9.7% | +64.6% | +76.4% |
| 1Y | +35.8% | +12.1% | +23.7% | +40.2% |
| All | +35.8% | +12.2% | +23.6% | +40.2% |
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 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