+35.8%
ARM vs CNI
+32.7%
+3.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.5% |
| 7D | +9.1% | +2.5% | +6.6% | +8.5% |
| 30D | -19.9% | +6.1% | -26.1% | -21.1% |
| 3M | -31.6% | +0.1% | -31.8% | -31.3% |
| 6M | -13.9% | +14.9% | -28.8% | -19.4% |
| YTD | +74.3% | +30.9% | +43.4% | +51.2% |
| 1Y | +35.8% | +33.9% | +1.9% | +16.9% |
| All | +35.8% | +32.7% | +3.0% | +16.9% |
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