+296.4%
ARM vs CEG
+177.7%
+118.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.9% | -1.0% | +1.9% |
| 7D | +5.5% | +8.0% | -2.6% | +2.1% |
| 30D | -8.2% | +12.9% | -21.1% | -12.7% |
| 3M | -35.9% | +13.2% | -49.1% | -39.0% |
| 6M | +103.1% | -7.0% | +110.1% | +106.6% |
| YTD | +130.6% | -15.0% | +145.6% | +140.8% |
| 1Y | +86.1% | -2.7% | +88.8% | +83.3% |
| All | +296.4% | +177.7% | +118.8% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling