+17.2%
ARM vs CMI
-3.5%
+20.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | +0.1% | -0.2% |
| 7D | -10.4% | -9.3% | -1.1% | -2.1% |
| 30D | -31.8% | -13.2% | -18.6% | -22.5% |
| 3M | -32.2% | -28.2% | -4.1% | -10.4% |
| 6M | -14.9% | -32.7% | +17.8% | +18.6% |
| YTD | +66.0% | -10.1% | +76.1% | +86.5% |
| 1Y | +17.2% | -4.9% | +22.1% | +28.1% |
| All | +17.2% | -3.5% | +20.7% | +28.1% |
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