+174.6%
ARM vs CEG
+132.1%
+42.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +2.9% |
| 7D | -15.2% | -4.7% | -10.5% | -13.3% |
| 30D | -40.7% | -16.6% | -24.1% | -35.9% |
| 3M | -39.1% | -4.1% | -35.0% | -37.9% |
| 6M | -26.4% | -22.3% | -4.1% | -18.8% |
| YTD | +59.7% | -28.9% | +88.7% | +79.7% |
| 1Y | +10.3% | -28.5% | +38.8% | +23.3% |
| 3Y | +228.9% | +104.3% | +124.6% | +202.2% |
| All | +174.6% | +132.1% | +42.5% | +134.0% |
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