+86.1%
ARM vs CLS
+47.9%
+38.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | +5.5% | +4.6% | +0.9% | +3.2% |
| 30D | -8.2% | -13.9% | +5.7% | -3.2% |
| 3M | -35.9% | -26.6% | -9.4% | -27.8% |
| 6M | +103.1% | +15.4% | +87.7% | +97.7% |
| YTD | +130.6% | +5.7% | +125.0% | +125.6% |
| 1Y | +86.1% | +41.1% | +45.0% | +61.4% |
| All | +86.1% | +47.9% | +38.2% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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