+35.8%
ARM vs CEG
-23.2%
+59.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.6% | +9.4% | +10.7% |
| 7D | +6.0% | +11.8% | -5.8% | +0.6% |
| 30D | -20.3% | -6.5% | -13.8% | -17.8% |
| 3M | -24.4% | -1.2% | -23.2% | -24.0% |
| 6M | -4.4% | -8.0% | +3.7% | -3.0% |
| YTD | +86.0% | -21.9% | +107.9% | +90.0% |
| 1Y | +35.8% | -21.4% | +57.3% | +37.7% |
| All | +35.8% | -23.2% | +59.0% | +37.7% |
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