+87.7%
ARM vs CNC
+119.8%
-32.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +12.5% | -4.9% | +17.4% | +12.2% |
| 30D | -1.4% | -3.8% | +2.4% | -1.5% |
| 3M | -18.7% | -3.2% | -15.4% | -18.6% |
| 6M | +124.6% | +47.9% | +76.8% | +127.7% |
| YTD | +141.7% | +55.7% | +86.1% | +144.3% |
| 1Y | +87.7% | +106.2% | -18.6% | +89.6% |
| All | +87.7% | +119.8% | -32.1% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling