+86.1%
ARM vs CMI
+45.0%
+41.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +1.9% |
| 7D | +5.5% | -0.7% | +6.2% | +6.0% |
| 30D | -8.2% | -13.4% | +5.3% | +1.6% |
| 3M | -35.9% | -17.0% | -18.9% | -26.6% |
| 6M | +103.1% | -1.6% | +104.8% | +113.4% |
| YTD | +130.6% | +11.0% | +119.6% | +125.8% |
| 1Y | +86.1% | +41.9% | +44.2% | +71.7% |
| All | +86.1% | +45.0% | +41.1% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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