+296.4%
ARM vs CNI
+16.0%
+280.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | +5.5% | -2.1% | +7.5% | +7.0% |
| 30D | -8.2% | -3.3% | -4.9% | -6.1% |
| 3M | -35.9% | +3.8% | -39.7% | -38.3% |
| 6M | +103.1% | +12.7% | +90.5% | +82.8% |
| YTD | +130.6% | +26.3% | +104.3% | +88.7% |
| 1Y | +86.1% | +29.9% | +56.2% | +48.1% |
| All | +296.4% | +16.0% | +280.4% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling