+4.1%
ARM vs CI
+17.9%
-13.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.3% | -11.8% | -13.6% |
| 7D | -27.1% | +1.0% | -28.2% | -26.7% |
| 30D | -44.9% | +9.9% | -54.8% | -42.5% |
| 3M | -39.3% | +12.1% | -51.4% | -36.1% |
| 6M | -20.2% | +10.6% | -30.8% | -17.3% |
| YTD | +52.5% | +11.4% | +41.1% | +56.9% |
| 1Y | +4.1% | +18.8% | -14.7% | +12.7% |
| All | +4.1% | +17.9% | -13.8% | +12.7% |
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 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