+219.8%
ARM vs CNP
+53.6%
+166.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.6% | +12.6% | +12.0% |
| 7D | +6.0% | -0.1% | +6.1% | +5.9% |
| 30D | -20.3% | +5.0% | -25.4% | -19.6% |
| 3M | -24.4% | +2.7% | -27.0% | -24.1% |
| 6M | -4.4% | -1.9% | -2.5% | -5.0% |
| YTD | +86.0% | +8.8% | +77.3% | +83.7% |
| 1Y | +35.8% | +5.6% | +30.2% | +34.4% |
| 3Y | +289.1% | +63.2% | +225.9% | +265.6% |
| All | +219.8% | +53.6% | +166.2% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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