+199.6%
ARM vs CDE
+524.8%
-325.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.0% |
| 7D | +9.1% | -9.6% | +18.7% | +12.4% |
| 30D | -19.9% | -6.7% | -13.3% | -18.4% |
| 3M | -31.6% | -24.2% | -7.4% | -26.2% |
| 6M | -13.9% | -29.1% | +15.2% | -6.0% |
| YTD | +74.3% | -21.5% | +95.8% | +81.6% |
| 1Y | +35.8% | -7.4% | +43.2% | +35.1% |
| 3Y | +268.6% | +596.3% | -327.7% | +113.6% |
| All | +199.6% | +524.8% | -325.2% | +73.5% |
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