+193.0%
ARM vs CNC
-0.3%
+193.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.7% | +8.4% | +6.6% |
| 7D | -5.3% | +3.0% | -8.4% | -5.2% |
| 30D | -30.0% | +4.9% | -34.9% | -30.0% |
| 3M | -34.1% | +4.2% | -38.3% | -34.0% |
| 6M | -12.6% | +22.5% | -35.1% | -12.7% |
| YTD | +70.4% | +66.6% | +3.9% | +69.1% |
| 1Y | +22.3% | +82.5% | -60.2% | +20.8% |
| 3Y | +261.2% | -4.1% | +265.3% | +275.7% |
| All | +193.0% | -0.3% | +193.2% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling