+164.4%
CMI vs ARWR
+26.4%
+138.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.8% | -4.3% | +5.1% | +1.4% |
| 30D | -12.8% | -7.3% | -5.5% | -11.9% |
| 3M | -12.4% | +17.0% | -29.4% | -14.8% |
| 6M | -0.9% | +39.8% | -40.7% | -5.9% |
| YTD | +8.9% | +24.7% | -15.8% | +4.7% |
| 1Y | +37.7% | +186.5% | -148.8% | +17.7% |
| 3Y | +148.9% | +176.8% | -27.9% | +99.6% |
| 5Y | +164.4% | +29.3% | +135.0% | +109.4% |
| All | +164.4% | +26.4% | +138.0% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling