+315.5%
ARM vs CNI
+15.2%
+300.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.6% |
| 7D | +12.5% | +0.9% | +11.6% | +11.9% |
| 30D | -1.4% | -2.1% | +0.8% | +0.1% |
| 3M | -18.7% | +1.8% | -20.5% | -20.5% |
| 6M | +124.6% | +14.8% | +109.8% | +98.9% |
| YTD | +141.7% | +25.4% | +116.3% | +98.7% |
| 1Y | +87.7% | +32.9% | +54.7% | +46.2% |
| All | +315.5% | +15.2% | +300.3% | +266.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling