+35.8%
ARM vs CCL
+10.1%
+25.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.4% |
| 7D | +9.1% | -1.2% | +10.3% | +9.8% |
| 30D | -19.9% | +13.1% | -33.1% | -25.0% |
| 3M | -31.6% | +3.4% | -35.0% | -33.0% |
| 6M | -13.9% | +18.7% | -32.6% | -21.3% |
| YTD | +74.3% | -2.3% | +76.6% | +65.5% |
| 1Y | +35.8% | +14.2% | +21.6% | +34.3% |
| All | +35.8% | +10.1% | +25.7% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling