+20.3%
ARM vs CCL
+16.1%
+4.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +4.6% |
| 7D | -5.3% | +3.1% | -8.4% | -6.7% |
| 30D | -30.0% | +17.5% | -47.6% | -35.7% |
| 3M | -34.1% | +6.8% | -40.9% | -36.4% |
| 6M | -12.6% | +18.7% | -31.4% | -20.6% |
| YTD | +70.4% | +3.0% | +67.4% | +57.8% |
| All | +20.3% | +16.1% | +4.2% | +13.3% |
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