+296.4%
ARM vs CNH
+15.2%
+281.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +2.0% |
| 7D | +5.5% | +23.3% | -17.8% | -4.7% |
| 30D | -8.2% | +33.5% | -41.6% | -20.7% |
| 3M | -35.9% | +32.7% | -68.6% | -44.6% |
| 6M | +103.1% | +22.2% | +80.9% | +81.8% |
| YTD | +130.6% | +57.7% | +72.9% | +79.1% |
| 1Y | +86.1% | +28.0% | +58.1% | +61.3% |
| All | +296.4% | +15.2% | +281.2% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling