+219.8%
ARM vs CME
+73.8%
+146.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.2% | +9.9% | +13.7% |
| 7D | +6.0% | +2.5% | +3.6% | +7.8% |
| 30D | -20.3% | +13.9% | -34.3% | -11.7% |
| 3M | -24.4% | +22.4% | -46.8% | -11.4% |
| 6M | -4.4% | +12.9% | -17.3% | +8.9% |
| YTD | +86.0% | +19.6% | +66.4% | +119.3% |
| 1Y | +35.8% | +17.7% | +18.1% | +59.0% |
| 3Y | +289.1% | +65.3% | +223.7% | +494.8% |
| All | +219.8% | +73.8% | +146.0% | +375.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling