+20.3%
ARM vs CNC
+93.0%
-72.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.7% | +8.4% | +6.4% |
| 7D | -5.3% | +3.0% | -8.4% | -4.6% |
| 30D | -30.0% | +4.9% | -34.9% | -29.3% |
| 3M | -34.1% | +4.2% | -38.3% | -33.3% |
| 6M | -12.6% | +22.5% | -35.1% | -9.9% |
| YTD | +70.4% | +66.6% | +3.9% | +76.7% |
| All | +20.3% | +93.0% | -72.6% | +24.0% |
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 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