+35.8%
ARM vs CNH
+31.1%
+4.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.9% | +10.2% | +11.4% |
| 7D | +6.0% | +6.7% | -0.6% | +4.0% |
| 30D | -20.3% | +7.2% | -27.5% | -22.1% |
| 3M | -24.4% | +17.5% | -41.9% | -29.1% |
| 6M | -4.4% | +15.0% | -19.3% | -8.7% |
| YTD | +86.0% | +36.8% | +49.3% | +67.9% |
| 1Y | +35.8% | +27.6% | +8.2% | +24.6% |
| All | +35.8% | +31.1% | +4.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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