+228.9%
ARM vs CLS
+703.9%
-475.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | -15.2% | -22.2% | +6.9% | -3.1% |
| 30D | -40.7% | -44.4% | +3.7% | -19.6% |
| 3M | -39.1% | -34.3% | -4.8% | -24.6% |
| 6M | -26.4% | -50.1% | +23.6% | +4.0% |
| YTD | +59.7% | -30.1% | +89.8% | +82.8% |
| 1Y | +10.3% | -39.3% | +49.7% | +32.5% |
| 3Y | +228.9% | +732.7% | -503.9% | -40.8% |
| All | +228.9% | +703.9% | -475.0% | -40.8% |
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