+193.0%
ARM vs CCI
+7.8%
+185.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +6.6% |
| 7D | -5.3% | +0.9% | -6.2% | -5.1% |
| 30D | -30.0% | +10.3% | -40.3% | -28.9% |
| 3M | -34.1% | +17.9% | -52.0% | -32.3% |
| 6M | -12.6% | -0.5% | -12.2% | -11.8% |
| YTD | +70.4% | +2.7% | +67.7% | +72.8% |
| 1Y | +22.3% | +3.1% | +19.1% | +24.0% |
| 3Y | +261.2% | +8.0% | +253.2% | +231.9% |
| All | +193.0% | +7.8% | +185.2% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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