+296.4%
ARM vs CMI
+153.4%
+143.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +1.7% |
| 7D | +5.5% | -0.7% | +6.2% | +6.1% |
| 30D | -8.2% | -13.4% | +5.3% | +2.8% |
| 3M | -35.9% | -17.0% | -18.9% | -25.4% |
| 6M | +103.1% | -1.6% | +104.8% | +109.2% |
| YTD | +130.6% | +11.0% | +119.6% | +112.7% |
| 1Y | +86.1% | +41.9% | +44.2% | +39.3% |
| All | +296.4% | +153.4% | +143.0% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling