+174.6%
ARM vs CCL
+96.8%
+77.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.3% | +4.5% |
| 7D | -15.2% | +3.1% | -18.3% | -16.9% |
| 30D | -40.7% | +13.7% | -54.4% | -45.0% |
| 3M | -39.1% | +3.8% | -42.9% | -40.8% |
| 6M | -26.4% | +9.3% | -35.7% | -30.7% |
| YTD | +59.7% | -1.1% | +60.8% | +56.4% |
| 1Y | +10.3% | +14.6% | -4.2% | -1.7% |
| 3Y | +228.9% | +146.4% | +82.5% | +80.2% |
| All | +174.6% | +96.8% | +77.8% | +68.1% |
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