+228.9%
ARM vs CNP
+60.3%
+168.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +5.1% |
| 7D | -15.2% | -4.2% | -11.0% | -16.1% |
| 30D | -40.7% | +5.5% | -46.2% | -39.9% |
| 3M | -39.1% | +0.6% | -39.7% | -39.1% |
| 6M | -26.4% | -2.8% | -23.6% | -27.1% |
| YTD | +59.7% | +7.9% | +51.9% | +58.4% |
| 1Y | +10.3% | +6.7% | +3.7% | +9.5% |
| 3Y | +228.9% | +61.1% | +167.7% | +225.9% |
| All | +228.9% | +60.3% | +168.6% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling