+228.9%
ARM vs CLBK
+44.9%
+184.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.3% |
| 7D | -15.2% | +0.6% | -15.9% | -15.4% |
| 30D | -40.7% | +2.9% | -43.6% | -41.5% |
| 3M | -39.1% | +3.0% | -42.0% | -39.9% |
| 6M | -26.4% | +27.3% | -53.7% | -33.8% |
| YTD | +59.7% | +58.0% | +1.8% | +29.9% |
| 1Y | +10.3% | +62.4% | -52.0% | -11.6% |
| 3Y | +228.9% | +46.9% | +181.9% | +183.8% |
| All | +228.9% | +44.9% | +184.0% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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