+86.1%
ARM vs CFG
+40.4%
+45.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | +1.5% | +3.9% | +4.8% |
| 30D | -8.2% | -3.8% | -4.4% | -6.7% |
| 3M | -35.9% | +11.5% | -47.4% | -39.3% |
| 6M | +103.1% | +19.2% | +83.9% | +84.2% |
| YTD | +130.6% | +23.7% | +106.9% | +108.2% |
| 1Y | +86.1% | +38.8% | +47.2% | +61.6% |
| All | +86.1% | +40.4% | +45.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling