+37.0%
CNI vs ARWR
+59.7%
-22.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.4% | +1.9% |
| 7D | +3.7% | +2.4% | +1.4% | +3.6% |
| 30D | +8.1% | -1.1% | +9.2% | +8.1% |
| 3M | +1.9% | -31.2% | +33.0% | +4.0% |
| 6M | +19.2% | -19.3% | +38.5% | +20.1% |
| YTD | +32.7% | -7.1% | +39.9% | +31.4% |
| 1Y | +37.0% | +62.9% | -25.9% | +30.9% |
| All | +37.0% | +59.7% | -22.7% | +30.9% |
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