+296.4%
ARM vs CDW
-23.9%
+320.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.5% |
| 7D | +5.5% | +3.2% | +2.3% | +3.5% |
| 30D | -8.2% | +9.3% | -17.5% | -13.2% |
| 3M | -35.9% | +9.8% | -45.7% | -40.1% |
| 6M | +103.1% | +23.3% | +79.8% | +66.2% |
| YTD | +130.6% | +13.7% | +117.0% | +99.5% |
| 1Y | +86.1% | -6.5% | +92.5% | +91.9% |
| All | +296.4% | -23.9% | +320.4% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling