+296.4%
ARM vs CMS
+31.7%
+264.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.8% |
| 7D | +5.5% | +0.4% | +5.1% | +5.7% |
| 30D | -8.2% | -3.6% | -4.6% | -10.2% |
| 3M | -35.9% | -1.9% | -34.0% | -36.5% |
| 6M | +103.1% | -11.0% | +114.1% | +94.1% |
| YTD | +130.6% | +0.2% | +130.4% | +131.4% |
| 1Y | +86.1% | -1.3% | +87.4% | +86.1% |
| All | +296.4% | +31.7% | +264.8% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling