+6,476.9%
CNI vs ARWR
-46.9%
+6,523.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.1% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | +3.8% | +14.9% | -11.1% | +3.7% |
| 6M | +12.7% | +32.6% | -20.0% | +12.5% |
| YTD | +26.3% | +30.0% | -3.8% | +26.1% |
| 1Y | +29.9% | +208.4% | -178.5% | +29.3% |
| 3Y | +15.9% | +208.8% | -192.9% | +15.2% |
| 5Y | +6.9% | +27.8% | -20.9% | +6.4% |
| 10Y | +126.8% | +1,107.6% | -980.8% | +124.5% |
| All | +6,476.9% | -46.9% | +6,523.8% | +7,274.3% |
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