+193.0%
ARM vs CME
+67.5%
+125.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.3% |
| 7D | -5.3% | -0.6% | -4.8% | -5.7% |
| 30D | -30.0% | +8.5% | -38.6% | -25.1% |
| 3M | -34.1% | +16.0% | -50.1% | -25.6% |
| 6M | -12.6% | +9.3% | -22.0% | -2.9% |
| YTD | +70.4% | +15.3% | +55.1% | +95.8% |
| 1Y | +22.3% | +14.4% | +7.9% | +40.1% |
| 3Y | +261.2% | +59.9% | +201.3% | +437.5% |
| All | +193.0% | +67.5% | +125.4% | +324.4% |
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