+87.7%
ARM vs CDE
+44.5%
+43.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +12.5% | -2.0% | +14.5% | +13.2% |
| 30D | -1.4% | +15.7% | -17.1% | -6.5% |
| 3M | -18.7% | +30.5% | -49.2% | -26.8% |
| 6M | +124.6% | -7.4% | +132.0% | +118.2% |
| YTD | +141.7% | +17.9% | +123.8% | +121.8% |
| 1Y | +87.7% | +46.7% | +41.0% | +71.2% |
| All | +87.7% | +44.5% | +43.2% | +71.2% |
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