+19.3%
ARM vs CNI
+37.5%
-18.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.7% |
| 7D | -18.7% | +3.7% | -22.4% | -19.3% |
| 30D | -36.7% | +8.1% | -44.8% | -37.9% |
| 3M | -31.6% | +1.9% | -33.5% | -31.7% |
| 6M | -5.6% | +19.2% | -24.8% | -12.8% |
| YTD | +75.5% | +32.7% | +42.7% | +52.2% |
| 1Y | +19.3% | +37.0% | -17.7% | +2.5% |
| All | +19.3% | +37.5% | -18.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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