+6,716.6%
CNI vs ARWR
-70.6%
+6,787.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +2.5% | -17.8% | +20.4% | +2.6% |
| 30D | +6.1% | -18.1% | +24.3% | +6.2% |
| 3M | +0.1% | -44.2% | +44.3% | +0.3% |
| 6M | +14.9% | -38.6% | +53.6% | +15.1% |
| YTD | +30.9% | -28.0% | +58.9% | +31.0% |
| 1Y | +33.9% | +16.1% | +17.8% | +33.8% |
| 3Y | +20.2% | +84.0% | -63.8% | +19.7% |
| 5Y | +8.2% | -35.4% | +43.6% | +7.9% |
| 10Y | +142.2% | +1,043.1% | -900.9% | +140.1% |
| All | +6,716.6% | -70.6% | +6,787.2% | +7,558.8% |
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 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