+214.2%
ARM vs CME
+73.6%
+140.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | +19.8% | +2.7% | +17.1% | +22.1% |
| 30D | -21.8% | +13.5% | -35.3% | -13.5% |
| 3M | -26.5% | +20.9% | -47.4% | -14.6% |
| 6M | -3.9% | +11.5% | -15.4% | +8.6% |
| YTD | +82.8% | +19.5% | +63.3% | +115.2% |
| 1Y | +34.3% | +17.2% | +17.1% | +56.9% |
| 3Y | +282.2% | +65.1% | +217.1% | +483.8% |
| All | +214.2% | +73.6% | +140.6% | +366.7% |
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