+162.2%
ARM vs CFG
+160.4%
+1.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.1% | -9.9% | -11.2% |
| 7D | -27.1% | -2.2% | -25.0% | -26.0% |
| 30D | -44.9% | +0.4% | -45.3% | -45.0% |
| 3M | -39.3% | -12.6% | -26.7% | -34.3% |
| 6M | -20.2% | +0.6% | -20.8% | -21.3% |
| YTD | +52.5% | +12.4% | +40.1% | +39.9% |
| 1Y | +4.1% | +27.7% | -23.6% | -12.1% |
| 3Y | +211.7% | +172.4% | +39.3% | +57.4% |
| All | +162.2% | +160.4% | +1.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling