+162.2%
ARM vs CDW
-20.9%
+183.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.1% | -6.9% | -9.8% |
| 7D | -27.1% | -4.1% | -23.0% | -25.5% |
| 30D | -44.9% | +16.7% | -61.6% | -49.8% |
| 3M | -39.3% | +13.6% | -52.9% | -44.3% |
| 6M | -20.2% | +17.0% | -37.2% | -31.4% |
| YTD | +52.5% | +18.1% | +34.4% | +28.0% |
| 1Y | +4.1% | +10.5% | -6.4% | -7.3% |
| 3Y | +211.7% | -20.9% | +232.6% | +241.4% |
| All | +162.2% | -20.9% | +183.1% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling