+162.2%
ARM vs CLS
+773.2%
-611.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -13.0% | -0.1% | -6.2% |
| 7D | -27.1% | -27.3% | +0.1% | -13.6% |
| 30D | -44.9% | -47.0% | +2.1% | -23.5% |
| 3M | -39.3% | -43.3% | +4.0% | -19.7% |
| 6M | -20.2% | -50.8% | +30.6% | +13.4% |
| YTD | +52.5% | -30.4% | +83.0% | +74.9% |
| 1Y | +4.1% | -41.7% | +45.8% | +27.6% |
| 3Y | +211.7% | +701.4% | -489.7% | -33.5% |
| All | +162.2% | +773.2% | -611.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling