+199.6%
ARM vs CDW
-14.3%
+213.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.3% |
| 7D | +9.1% | +9.3% | -0.2% | +4.1% |
| 30D | -19.9% | +14.4% | -34.3% | -25.8% |
| 3M | -31.6% | +21.4% | -53.0% | -39.3% |
| 6M | -13.9% | +72.8% | -86.7% | -38.9% |
| YTD | +74.3% | +28.0% | +46.3% | +40.3% |
| 1Y | +35.8% | +19.3% | +16.4% | +16.5% |
| 3Y | +268.6% | -15.3% | +283.9% | +293.3% |
| All | +199.6% | -14.3% | +213.9% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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