+268.6%
ARM vs CMG
-16.8%
+285.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | +9.1% | +2.5% | +6.6% | +8.6% |
| 30D | -19.9% | +15.6% | -35.5% | -22.9% |
| 3M | -31.6% | +8.2% | -39.8% | -33.7% |
| 6M | -13.9% | +9.9% | -23.7% | -19.2% |
| YTD | +74.3% | -4.6% | +79.0% | +72.5% |
| 1Y | +35.8% | +12.4% | +23.4% | +24.2% |
| 3Y | +268.6% | -18.0% | +286.6% | +293.3% |
| All | +268.6% | -16.8% | +285.4% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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