+214.0%
ARM vs CMS
+38.3%
+175.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.4% | -12.7% | -13.4% |
| 7D | -27.1% | +1.7% | -28.8% | -26.1% |
| 30D | -44.9% | +8.6% | -53.5% | -41.2% |
| 3M | -39.3% | -0.5% | -38.8% | -39.1% |
| 6M | -20.2% | -4.2% | -16.0% | -20.7% |
| YTD | +52.5% | +3.4% | +49.1% | +58.3% |
| 1Y | +4.1% | +0.4% | +3.6% | +6.5% |
| All | +214.0% | +38.3% | +175.7% | +267.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling