+296.4%
ARM vs CL
+30.7%
+265.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.3% |
| 7D | +5.5% | -2.2% | +7.6% | +4.5% |
| 30D | -8.2% | -4.8% | -3.4% | -10.1% |
| 3M | -35.9% | +4.9% | -40.8% | -34.2% |
| 6M | +103.1% | -5.7% | +108.8% | +98.7% |
| YTD | +130.6% | +14.4% | +116.2% | +147.2% |
| 1Y | +86.1% | +8.7% | +77.3% | +96.9% |
| All | +296.4% | +30.7% | +265.8% | +361.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling