+311.3%
ARM vs CDE
+823.4%
-512.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.5% | +4.5% |
| 7D | +11.4% | +2.3% | +9.1% | +10.5% |
| 30D | -7.4% | +18.8% | -26.2% | -12.3% |
| 3M | -24.5% | +23.5% | -48.0% | -29.6% |
| 6M | +128.7% | -8.6% | +137.3% | +129.0% |
| YTD | +139.3% | +16.0% | +123.3% | +122.9% |
| 1Y | +88.0% | +42.1% | +45.9% | +63.3% |
| All | +311.3% | +823.4% | -512.1% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling