+199.6%
ARM vs CLX
-15.6%
+215.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.6% |
| 7D | +9.1% | +9.5% | -0.4% | +9.5% |
| 30D | -19.9% | +30.7% | -50.6% | -19.0% |
| 3M | -31.6% | +4.2% | -35.9% | -31.5% |
| 6M | -13.9% | +22.1% | -36.0% | -13.2% |
| YTD | +74.3% | +14.1% | +60.2% | +76.9% |
| 1Y | +35.8% | +10.3% | +25.5% | +37.6% |
| 3Y | +268.6% | -7.8% | +276.4% | +235.8% |
| All | +199.6% | -15.6% | +215.3% | +209.7% |
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