+193.0%
ARM vs CLX
-18.7%
+211.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.6% | +1.1% | +6.9% |
| 7D | -5.3% | +17.4% | -22.7% | -4.7% |
| 30D | -30.0% | +27.8% | -57.8% | -29.3% |
| 3M | -34.1% | +3.0% | -37.1% | -34.0% |
| 6M | -12.6% | +17.5% | -30.2% | -12.1% |
| YTD | +70.4% | +10.0% | +60.5% | +72.7% |
| 1Y | +22.3% | +3.3% | +19.0% | +23.4% |
| 3Y | +261.2% | -10.1% | +271.3% | +226.0% |
| All | +193.0% | -18.7% | +211.6% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling