+11.7%
CMI vs ARWR
+59.7%
-48.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.3% | -6.3% |
| 7D | -11.2% | +2.4% | -13.6% | -11.6% |
| 30D | -9.8% | -1.1% | -8.7% | -9.8% |
| 3M | -25.5% | -31.2% | +5.7% | -21.1% |
| 6M | -27.7% | -19.3% | -8.4% | -25.9% |
| YTD | -6.6% | -7.1% | +0.5% | -6.8% |
| 1Y | +11.7% | +62.9% | -51.2% | +9.6% |
| All | +11.7% | +59.7% | -48.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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