+20.3%
ARM vs CNP
+6.5%
+13.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.9% |
| 7D | -5.3% | -4.3% | -1.0% | -8.9% |
| 30D | -30.0% | +5.7% | -35.8% | -26.6% |
| 3M | -34.1% | +0.9% | -35.0% | -34.6% |
| 6M | -12.6% | -1.1% | -11.6% | -14.8% |
| YTD | +70.4% | +8.3% | +62.2% | +72.4% |
| All | +20.3% | +6.5% | +13.8% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling