+193.0%
ARM vs CEG
+156.4%
+36.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.5% | -3.8% | +2.2% |
| 7D | -5.3% | +7.3% | -12.7% | -8.0% |
| 30D | -30.0% | -7.4% | -22.7% | -27.7% |
| 3M | -34.1% | +2.5% | -36.5% | -34.7% |
| 6M | -12.6% | -8.8% | -3.9% | -9.9% |
| YTD | +70.4% | -21.5% | +91.9% | +83.8% |
| 1Y | +22.3% | -22.5% | +44.8% | +32.0% |
| 3Y | +261.2% | +133.3% | +127.9% | +213.5% |
| All | +193.0% | +156.4% | +36.5% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling