+19.3%
ARM vs CMI
+10.9%
+8.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.8% | +0.5% | -0.7% |
| 7D | -18.7% | -11.2% | -7.5% | -10.4% |
| 30D | -36.7% | -9.8% | -26.8% | -31.0% |
| 3M | -31.6% | -25.5% | -6.1% | -14.0% |
| 6M | -5.6% | -27.7% | +22.0% | +23.4% |
| YTD | +75.5% | -6.6% | +82.1% | +94.1% |
| 1Y | +19.3% | +11.7% | +7.7% | +24.1% |
| All | +19.3% | +10.9% | +8.4% | +24.1% |
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