+174.6%
ARM vs CNI
+17.3%
+157.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.7% | +6.0% |
| 7D | -15.2% | +0.3% | -15.5% | -15.5% |
| 30D | -40.7% | +7.2% | -47.9% | -43.6% |
| 3M | -39.1% | -1.3% | -37.8% | -38.8% |
| 6M | -26.4% | +11.8% | -38.2% | -33.4% |
| YTD | +59.7% | +27.7% | +32.1% | +29.1% |
| 1Y | +10.3% | +33.5% | -23.1% | -14.3% |
| 3Y | +228.9% | +19.3% | +209.5% | +159.5% |
| All | +174.6% | +17.3% | +157.3% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling