+296.4%
ARM vs CLS
+1,226.3%
-929.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.5% |
| 7D | +5.5% | +4.6% | +0.9% | +2.7% |
| 30D | -8.2% | -13.9% | +5.7% | -2.5% |
| 3M | -35.9% | -26.6% | -9.4% | -26.1% |
| 6M | +103.1% | +15.4% | +87.7% | +84.5% |
| YTD | +130.6% | +5.7% | +125.0% | +112.5% |
| 1Y | +86.1% | +41.1% | +45.0% | +38.7% |
| All | +296.4% | +1,226.3% | -929.9% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling