+86.1%
ARM vs CL
+8.2%
+77.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.2% |
| 7D | +5.5% | -2.2% | +7.6% | +4.3% |
| 30D | -8.2% | -4.8% | -3.4% | -10.3% |
| 3M | -35.9% | +4.9% | -40.8% | -34.4% |
| 6M | +103.1% | -5.7% | +108.8% | +95.3% |
| YTD | +130.6% | +14.4% | +116.2% | +154.9% |
| 1Y | +86.1% | +8.7% | +77.3% | +107.1% |
| All | +86.1% | +8.2% | +77.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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