+20.3%
ARM vs CLS
-34.6%
+54.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.9% | -1.2% | +2.8% |
| 7D | -5.3% | -10.6% | +5.2% | +0.2% |
| 30D | -30.0% | -38.4% | +8.4% | -11.8% |
| 3M | -34.1% | -29.9% | -4.2% | -21.7% |
| 6M | -12.6% | -40.6% | +28.0% | +11.3% |
| YTD | +70.4% | -24.6% | +95.0% | +98.9% |
| All | +20.3% | -34.6% | +54.9% | +44.5% |
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