+10.3%
ARM vs CCL
+12.7%
-2.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.8% | +4.8% |
| 7D | -15.2% | +2.6% | -17.8% | -16.5% |
| 30D | -40.7% | +13.1% | -53.8% | -44.5% |
| 3M | -39.1% | +3.3% | -42.4% | -40.3% |
| 6M | -26.4% | +8.7% | -35.1% | -30.2% |
| YTD | +59.7% | -1.6% | +61.3% | +51.2% |
| 1Y | +10.3% | +14.0% | -3.6% | +6.5% |
| All | +10.3% | +12.7% | -2.3% | +6.5% |
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 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