+86.1%
ARM vs CME
+8.4%
+77.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.7% |
| 7D | +5.5% | -1.6% | +7.0% | +3.9% |
| 30D | -8.2% | +6.2% | -14.4% | -3.0% |
| 3M | -35.9% | +10.4% | -46.3% | -28.7% |
| 6M | +103.1% | -9.5% | +112.6% | +98.2% |
| YTD | +130.6% | +6.0% | +124.6% | +143.0% |
| 1Y | +86.1% | +9.3% | +76.8% | +104.2% |
| All | +86.1% | +8.4% | +77.7% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling