+214.0%
ARM vs CDW
-21.1%
+235.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.1% | -6.9% | -9.9% |
| 7D | -27.1% | -4.1% | -23.0% | -25.5% |
| 30D | -44.9% | +16.7% | -61.6% | -49.7% |
| 3M | -39.3% | +13.6% | -52.9% | -44.2% |
| 6M | -20.2% | +17.0% | -37.2% | -31.1% |
| YTD | +52.5% | +18.1% | +34.4% | +28.6% |
| 1Y | +4.1% | +10.5% | -6.4% | -6.9% |
| All | +214.0% | -21.1% | +235.0% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling