+8.5%
CNI vs ARWR
-36.3%
+44.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -1.1% | -19.9% | +18.8% | +0.6% |
| 30D | +7.6% | -18.7% | +26.3% | +9.3% |
| 3M | +1.6% | -44.7% | +46.2% | +6.5% |
| 6M | +16.6% | -36.5% | +53.1% | +20.3% |
| YTD | +31.3% | -25.7% | +56.9% | +32.9% |
| 1Y | +35.2% | +18.9% | +16.3% | +30.5% |
| 3Y | +21.5% | +83.1% | -61.6% | +6.9% |
| 5Y | +8.5% | -34.9% | +43.3% | -0.2% |
| All | +8.5% | -36.3% | +44.7% | -0.2% |
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 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