+214.0%
ARM vs CEG
+105.3%
+108.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.5% | -10.6% | -12.0% |
| 7D | -27.1% | -9.4% | -17.7% | -23.9% |
| 30D | -44.9% | -20.2% | -24.7% | -39.4% |
| 3M | -39.3% | -9.5% | -29.8% | -36.7% |
| 6M | -20.2% | -25.0% | +4.8% | -10.6% |
| YTD | +52.5% | -31.9% | +84.4% | +74.4% |
| 1Y | +4.1% | -33.7% | +37.7% | +19.8% |
| All | +214.0% | +105.3% | +108.7% | +226.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling