+12.2%
CNI vs ARWR
+25.7%
-13.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +0.9% | -3.2% | +4.1% | +1.2% |
| 30D | -2.1% | -6.5% | +4.3% | -1.6% |
| 3M | +1.8% | +12.7% | -10.9% | +0.4% |
| 6M | +14.8% | +36.2% | -21.4% | +10.8% |
| YTD | +25.4% | +24.5% | +0.9% | +21.8% |
| 1Y | +32.9% | +198.0% | -165.1% | +18.1% |
| 3Y | +20.2% | +176.4% | -156.2% | +2.4% |
| 5Y | +12.2% | +26.6% | -14.4% | -1.8% |
| All | +12.2% | +25.7% | -13.5% | -1.8% |
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