+495.9%
CMI vs ARWR
+1,080.6%
-584.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.8% | -4.3% | +5.1% | +1.2% |
| 30D | -12.8% | -7.3% | -5.5% | -12.2% |
| 3M | -12.4% | +17.0% | -29.4% | -13.8% |
| 6M | -0.9% | +39.8% | -40.7% | -3.9% |
| YTD | +8.9% | +24.7% | -15.8% | +6.4% |
| 1Y | +37.7% | +186.5% | -148.8% | +25.4% |
| 3Y | +148.9% | +176.8% | -27.9% | +119.5% |
| 5Y | +164.4% | +29.3% | +135.0% | +138.2% |
| All | +495.9% | +1,080.6% | -584.7% | +388.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling