+268.6%
ARM vs CME
+65.9%
+202.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.0% |
| 7D | +9.1% | +3.9% | +5.2% | +12.4% |
| 30D | -19.9% | +11.3% | -31.3% | -12.4% |
| 3M | -31.6% | +19.6% | -51.2% | -20.5% |
| 6M | -13.9% | +8.1% | -21.9% | -3.6% |
| YTD | +74.3% | +20.4% | +53.9% | +108.6% |
| 1Y | +35.8% | +16.5% | +19.3% | +59.5% |
| 3Y | +268.6% | +66.4% | +202.2% | +501.9% |
| All | +268.6% | +65.9% | +202.7% | +501.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling