+228.9%
ARM vs CNH
+7.0%
+221.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +2.0% | +3.5% |
| 7D | -15.2% | -1.7% | -13.5% | -14.4% |
| 30D | -40.7% | -7.2% | -33.5% | -38.8% |
| 3M | -39.1% | +6.5% | -45.6% | -41.8% |
| 6M | -26.4% | +7.9% | -34.3% | -30.8% |
| YTD | +59.7% | +26.6% | +33.2% | +37.4% |
| 1Y | +10.3% | +13.8% | -3.4% | +0.1% |
| 3Y | +228.9% | +9.2% | +219.7% | +198.6% |
| All | +228.9% | +7.0% | +221.8% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling