+174.6%
ARM vs CFG
+158.0%
+16.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.7% | +5.3% |
| 7D | -15.2% | -0.9% | -14.3% | -14.7% |
| 30D | -40.7% | +1.1% | -41.7% | -41.0% |
| 3M | -39.1% | -12.0% | -27.1% | -34.3% |
| 6M | -26.4% | -2.2% | -24.2% | -26.2% |
| YTD | +59.7% | +11.4% | +48.3% | +47.3% |
| 1Y | +10.3% | +27.8% | -17.5% | -7.0% |
| 3Y | +228.9% | +173.3% | +55.6% | +65.7% |
| All | +174.6% | +158.0% | +16.6% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling