+174.6%
ARM vs CNP
+52.4%
+122.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +5.0% |
| 7D | -15.2% | -4.2% | -11.0% | -15.9% |
| 30D | -40.7% | +5.5% | -46.2% | -40.1% |
| 3M | -39.1% | +0.6% | -39.7% | -39.1% |
| 6M | -26.4% | -2.8% | -23.6% | -27.0% |
| YTD | +59.7% | +7.9% | +51.9% | +57.6% |
| 1Y | +10.3% | +6.7% | +3.7% | +9.0% |
| 3Y | +228.9% | +61.1% | +167.7% | +209.3% |
| All | +174.6% | +52.4% | +122.2% | +162.6% |
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