+185.4%
ARM vs CME
+70.0%
+115.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -1.4% |
| 7D | -10.4% | +1.7% | -12.0% | -9.2% |
| 30D | -31.8% | +10.2% | -42.0% | -26.2% |
| 3M | -32.2% | +17.8% | -50.0% | -22.6% |
| 6M | -14.9% | +11.0% | -25.9% | -4.3% |
| YTD | +66.0% | +17.0% | +49.0% | +92.9% |
| 1Y | +17.2% | +15.8% | +1.4% | +35.7% |
| 3Y | +247.2% | +61.8% | +185.4% | +423.3% |
| All | +185.4% | +70.0% | +115.4% | +318.3% |
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 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