+134.3%
CNI vs ARWR
+1,081.9%
-947.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.4% | -4.0% | +3.7% | -0.1% |
| 30D | -2.7% | -5.0% | +2.3% | -2.4% |
| 3M | +3.9% | +11.3% | -7.4% | +2.9% |
| 6M | +16.4% | +42.6% | -26.2% | +13.0% |
| YTD | +25.8% | +24.8% | +1.0% | +23.1% |
| 1Y | +32.4% | +178.8% | -146.4% | +22.1% |
| 3Y | +19.1% | +183.3% | -164.3% | +6.3% |
| 5Y | +13.6% | +29.5% | -15.9% | +3.9% |
| All | +134.3% | +1,081.9% | -947.5% | +97.0% |
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