+296.4%
ARM vs CLBK
+58.4%
+238.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | +1.2% | +4.2% | +4.9% |
| 30D | -8.2% | +9.1% | -17.3% | -11.6% |
| 3M | -35.9% | +27.7% | -63.6% | -42.7% |
| 6M | +103.1% | +40.8% | +62.3% | +73.5% |
| YTD | +130.6% | +66.4% | +64.2% | +81.4% |
| 1Y | +86.1% | +72.4% | +13.7% | +42.7% |
| All | +296.4% | +58.4% | +238.0% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling