+174.6%
ARM vs CL
+42.9%
+131.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +3.5% |
| 7D | -15.2% | +1.3% | -16.6% | -14.4% |
| 30D | -40.7% | +11.4% | -52.0% | -36.7% |
| 3M | -39.1% | +4.4% | -43.5% | -36.6% |
| 6M | -26.4% | +10.8% | -37.2% | -20.7% |
| YTD | +59.7% | +25.1% | +34.6% | +81.7% |
| 1Y | +10.3% | +28.0% | -17.6% | +27.0% |
| 3Y | +228.9% | +37.6% | +191.2% | +307.1% |
| All | +174.6% | +42.9% | +131.7% | +239.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling