+86.1%
ARM vs CPB
-32.6%
+118.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +2.5% |
| 7D | +5.5% | -8.6% | +14.0% | +1.8% |
| 30D | -8.2% | -7.2% | -0.9% | -10.8% |
| 3M | -35.9% | +0.9% | -36.8% | -34.9% |
| 6M | +103.1% | -11.8% | +114.9% | +100.7% |
| YTD | +130.6% | -19.4% | +150.0% | +123.9% |
| 1Y | +86.1% | -30.4% | +116.5% | +77.8% |
| All | +86.1% | -32.6% | +118.7% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling