+311.3%
ARM vs CLX
-30.4%
+341.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.7% |
| 7D | +11.4% | -3.5% | +14.9% | +11.2% |
| 30D | -7.4% | -11.9% | +4.4% | -7.9% |
| 3M | -24.5% | -2.6% | -21.9% | -24.5% |
| 6M | +128.7% | -18.2% | +146.8% | +127.3% |
| YTD | +139.3% | -5.9% | +145.2% | +140.9% |
| 1Y | +88.0% | -23.8% | +111.8% | +86.7% |
| All | +311.3% | -30.4% | +341.7% | +321.9% |
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