+20.3%
ARM vs CEG
-24.4%
+44.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.5% | -3.8% | +1.5% |
| 7D | -5.3% | +7.3% | -12.7% | -8.5% |
| 30D | -30.0% | -7.4% | -22.7% | -27.6% |
| 3M | -34.1% | +2.5% | -36.5% | -34.8% |
| 6M | -12.6% | -8.8% | -3.9% | -11.3% |
| YTD | +70.4% | -21.5% | +91.9% | +73.8% |
| All | +20.3% | -24.4% | +44.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling