+19.3%
ARM vs CDE
+0.7%
+18.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.7% | -14.0% | -8.6% |
| 7D | -18.7% | +1.1% | -19.8% | -19.2% |
| 30D | -36.7% | -14.5% | -22.2% | -32.9% |
| 3M | -31.6% | -10.1% | -21.6% | -30.1% |
| 6M | -5.6% | -16.9% | +11.2% | -0.3% |
| YTD | +75.5% | -18.1% | +93.6% | +84.3% |
| 1Y | +19.3% | +5.6% | +13.7% | +17.9% |
| All | +19.3% | +0.7% | +18.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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