-20.2%
ARM vs CLX
+18.6%
-38.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.5% | -13.6% | -13.0% |
| 7D | -27.1% | +12.4% | -39.6% | -25.2% |
| 30D | -44.9% | +21.1% | -66.0% | -42.6% |
| 3M | -39.3% | -3.3% | -36.0% | -40.4% |
| 6M | -20.2% | +18.8% | -39.0% | -16.4% |
| All | -20.2% | +18.6% | -38.7% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling