+20.3%
ARM vs CME
+15.2%
+5.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -23.7% |
| 3M | -34.1% | +16.0% | -50.1% | -23.1% |
| 6M | -12.6% | +9.3% | -22.0% | -1.2% |
| YTD | +70.4% | +15.3% | +55.1% | +92.6% |
| All | +20.3% | +15.2% | +5.2% | +35.3% |
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