+199.6%
ARM vs CLS
+920.6%
-720.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.8% | -1.8% |
| 7D | +9.1% | +16.3% | -7.2% | +0.8% |
| 30D | -19.9% | -25.7% | +5.7% | -6.9% |
| 3M | -31.6% | -30.9% | -0.8% | -17.5% |
| 6M | -13.9% | -35.5% | +21.6% | +6.4% |
| YTD | +74.3% | -18.7% | +93.0% | +84.2% |
| 1Y | +35.8% | -17.9% | +53.7% | +39.1% |
| 3Y | +268.6% | +838.1% | -569.5% | -27.5% |
| All | +199.6% | +920.6% | -720.9% | -44.9% |
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