+7,227.7%
CMI vs ARWR
-98.4%
+7,326.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | +0.5% | -17.8% | +18.3% | +0.6% |
| 30D | -14.0% | -18.1% | +4.1% | -14.0% |
| 3M | -28.1% | -44.2% | +16.0% | -27.9% |
| 6M | -35.8% | -38.6% | +2.8% | -35.7% |
| YTD | -10.5% | -28.0% | +17.5% | -10.4% |
| 1Y | -1.9% | +16.1% | -18.0% | -2.0% |
| 3Y | +121.0% | +84.0% | +37.0% | +119.9% |
| 5Y | +114.6% | -35.4% | +149.9% | +114.0% |
| 10Y | +325.5% | +1,043.1% | -717.6% | +319.2% |
| All | +7,227.7% | -98.4% | +7,326.1% | +7,129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling