+174.6%
ARM vs CMS
+33.0%
+141.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.9% | +3.4% |
| 7D | -15.2% | -1.3% | -13.9% | -15.8% |
| 30D | -40.7% | +6.3% | -47.0% | -38.2% |
| 3M | -39.1% | -2.1% | -37.0% | -39.5% |
| 6M | -26.4% | -5.1% | -21.3% | -27.4% |
| YTD | +59.7% | +1.3% | +58.5% | +62.3% |
| 1Y | +10.3% | -1.4% | +11.7% | +11.1% |
| 3Y | +228.9% | +36.9% | +191.9% | +245.4% |
| All | +174.6% | +33.0% | +141.6% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling