+261.2%
ARM vs CMI
+126.3%
+134.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.0% | +3.7% |
| 7D | -5.3% | -6.8% | +1.5% | +0.7% |
| 30D | -30.0% | -10.9% | -19.2% | -22.6% |
| 3M | -34.1% | -27.3% | -6.7% | -14.4% |
| 6M | -12.6% | -30.9% | +18.2% | +17.9% |
| YTD | +70.4% | -7.7% | +78.1% | +84.4% |
| 1Y | +22.3% | 0.0% | +22.3% | +24.2% |
| 3Y | +261.2% | +130.1% | +131.1% | +127.0% |
| All | +261.2% | +126.3% | +134.9% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling