+10.3%
ARM vs CME
+18.8%
-8.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +4.3% |
| 7D | -15.2% | +0.9% | -16.1% | -14.4% |
| 30D | -40.7% | +13.2% | -53.9% | -32.6% |
| 3M | -39.1% | +16.3% | -55.4% | -28.8% |
| 6M | -26.4% | +7.1% | -33.6% | -17.6% |
| YTD | +59.7% | +15.8% | +43.9% | +82.2% |
| 1Y | +10.3% | +17.1% | -6.7% | +27.6% |
| All | +10.3% | +18.8% | -8.5% | +27.6% |
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