+296.4%
ARM vs CCL
+55.6%
+240.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +5.5% | -5.0% | +10.5% | +8.4% |
| 30D | -8.2% | -20.3% | +12.2% | +4.0% |
| 3M | -35.9% | -15.1% | -20.8% | -29.8% |
| 6M | +103.1% | -15.1% | +118.2% | +120.7% |
| YTD | +130.6% | -21.8% | +152.4% | +159.2% |
| 1Y | +86.1% | -24.8% | +110.9% | +110.8% |
| All | +296.4% | +55.6% | +240.8% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling