+162.2%
ARM vs CEG
+122.6%
+39.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -39.3% |
| 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% | +74.6% |
| 1Y | +4.1% | -33.7% | +37.7% | +19.9% |
| 3Y | +211.7% | +108.7% | +103.0% | +178.9% |
| All | +162.2% | +122.6% | +39.6% | +127.4% |
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