+162.2%
ARM vs CME
+69.0%
+93.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.3% | -12.7% | -13.3% |
| 7D | -27.1% | +3.7% | -30.8% | -24.9% |
| 30D | -44.9% | +13.7% | -58.6% | -38.9% |
| 3M | -39.3% | +16.6% | -55.9% | -31.2% |
| 6M | -20.2% | +8.2% | -28.3% | -11.7% |
| YTD | +52.5% | +16.3% | +36.2% | +76.3% |
| 1Y | +4.1% | +19.1% | -15.0% | +22.2% |
| 3Y | +211.7% | +67.4% | +144.3% | +359.7% |
| All | +162.2% | +69.0% | +93.2% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling