+193.0%
ARM vs CLS
+846.6%
-653.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.9% | -1.2% | +2.5% |
| 7D | -5.3% | -10.6% | +5.2% | +0.6% |
| 30D | -30.0% | -38.4% | +8.4% | -10.3% |
| 3M | -34.1% | -29.9% | -4.2% | -21.2% |
| 6M | -12.6% | -40.6% | +28.0% | +12.7% |
| YTD | +70.4% | -24.6% | +95.0% | +87.3% |
| 1Y | +22.3% | -30.8% | +53.1% | +36.7% |
| 3Y | +261.2% | +811.7% | -550.6% | -27.5% |
| All | +193.0% | +846.6% | -653.6% | -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