+162.2%
ARM vs CNH
-10.0%
+172.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.1% | -11.3% |
| 7D | -27.1% | -0.4% | -26.8% | -27.0% |
| 30D | -44.9% | -15.2% | -29.7% | -40.8% |
| 3M | -39.3% | +4.3% | -43.5% | -41.6% |
| 6M | -20.2% | +10.1% | -30.2% | -26.0% |
| YTD | +52.5% | +23.2% | +29.3% | +31.8% |
| 1Y | +4.1% | +8.5% | -4.4% | -3.9% |
| 3Y | +211.7% | +4.1% | +207.6% | +182.7% |
| All | +162.2% | -10.0% | +172.2% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling