+315.5%
ARM vs CDE
+838.6%
-523.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +12.5% | -2.0% | +14.5% | +13.1% |
| 30D | -1.4% | +15.7% | -17.1% | -5.7% |
| 3M | -18.7% | +30.5% | -49.2% | -25.4% |
| 6M | +124.6% | -7.4% | +132.0% | +124.1% |
| YTD | +141.7% | +17.9% | +123.8% | +124.2% |
| 1Y | +87.7% | +46.7% | +41.0% | +61.6% |
| All | +315.5% | +838.6% | -523.0% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling