+214.2%
ARM vs CLS
+978.7%
-764.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.3% | -4.2% |
| 7D | +19.8% | +23.5% | -3.7% | +7.2% |
| 30D | -21.8% | -28.9% | +7.2% | -7.0% |
| 3M | -26.5% | -25.2% | -1.3% | -15.0% |
| 6M | -3.9% | -32.1% | +28.2% | +15.5% |
| YTD | +82.8% | -14.1% | +96.8% | +87.5% |
| 1Y | +34.3% | -24.1% | +58.4% | +43.3% |
| 3Y | +282.2% | +897.0% | -614.8% | -27.2% |
| All | +214.2% | +978.7% | -764.5% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling