+193.0%
ARM vs CCL
+105.0%
+88.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +4.4% |
| 7D | -5.3% | +3.1% | -8.4% | -7.0% |
| 30D | -30.0% | +17.5% | -47.6% | -36.2% |
| 3M | -34.1% | +6.8% | -40.9% | -36.9% |
| 6M | -12.6% | +18.7% | -31.4% | -21.4% |
| YTD | +70.4% | +3.0% | +67.4% | +63.2% |
| 1Y | +22.3% | +17.7% | +4.5% | +7.5% |
| 3Y | +261.2% | +155.6% | +105.6% | +93.9% |
| All | +193.0% | +105.0% | +88.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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