+261.2%
ARM vs CDE
+622.3%
-361.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.3% | +0.4% | +4.8% |
| 7D | -5.3% | +23.5% | -28.8% | -11.4% |
| 30D | -30.0% | -4.0% | -26.1% | -29.2% |
| 3M | -34.1% | -5.4% | -28.7% | -33.3% |
| 6M | -12.6% | -11.3% | -1.4% | -10.5% |
| YTD | +70.4% | -7.6% | +78.1% | +69.3% |
| 1Y | +22.3% | +12.1% | +10.2% | +14.9% |
| 3Y | +261.2% | +652.0% | -390.8% | +106.6% |
| All | +261.2% | +622.3% | -361.1% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling