+219.8%
ARM vs CPB
-39.4%
+259.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.2% | +13.3% | +11.5% |
| 7D | +6.0% | -4.1% | +10.1% | +4.3% |
| 30D | -20.3% | +16.9% | -37.3% | -14.2% |
| 3M | -24.4% | -0.6% | -23.8% | -22.9% |
| 6M | -4.4% | +11.4% | -15.7% | +2.5% |
| YTD | +86.0% | -14.8% | +100.9% | +85.2% |
| 1Y | +35.8% | -24.8% | +60.6% | +29.8% |
| 3Y | +289.1% | -36.6% | +325.7% | +243.5% |
| All | +219.8% | -39.4% | +259.2% | +198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling