+174.6%
ARM vs CME
+68.3%
+106.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +4.4% |
| 7D | -15.2% | +0.9% | -16.1% | -14.6% |
| 30D | -40.7% | +13.2% | -53.9% | -34.5% |
| 3M | -39.1% | +16.3% | -55.4% | -31.2% |
| 6M | -26.4% | +7.1% | -33.6% | -19.1% |
| YTD | +59.7% | +15.8% | +43.9% | +84.1% |
| 1Y | +10.3% | +17.1% | -6.7% | +28.3% |
| 3Y | +228.9% | +63.2% | +165.7% | +388.9% |
| All | +174.6% | +68.3% | +106.3% | +299.1% |
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