+214.2%
ARM vs CNI
+20.8%
+193.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | +19.8% | +1.0% | +18.8% | +19.1% |
| 30D | -21.8% | +7.5% | -29.2% | -25.6% |
| 3M | -26.5% | +1.7% | -28.2% | -27.5% |
| 6M | -3.9% | +15.4% | -19.3% | -14.8% |
| YTD | +82.8% | +31.5% | +51.3% | +45.1% |
| 1Y | +34.3% | +32.8% | +1.5% | +5.7% |
| 3Y | +282.2% | +21.7% | +260.5% | +198.8% |
| All | +214.2% | +20.8% | +193.3% | +167.8% |
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